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Prevas AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.07% (-6.25%)
Analysis last updated: Friday, February 6, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prevas AB S0GARCH
paramt-stat
ω1.07207.27
α0.17886.65
β0.545610.55
γ10.01640.17
γ2-0.2042-1.40
γ30.40534.51
γ4-0.3766-4.48
γ50.26462.90
γ6-0.1412-1.61
γ70.06950.72
γ8-0.0600-0.59
γ9-0.0021-0.02
γ100.05560.70
Estimation Period:
Jun 1, 1998 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts