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V-Lab

Rockwool A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.37% (-1.83%)
Analysis last updated: Thursday, February 12, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rockwool A/S S0GARCH
paramt-stat
ω0.95875.89
α0.10044.64
β0.727312.83
γ1-0.0423-0.22
γ2-0.1237-0.42
γ30.71292.54
γ4-1.1553-3.63
γ51.02973.74
γ6-0.6241-1.96
γ70.37100.92
γ8-0.4765-1.39
γ90.59442.20
γ10-0.3934-1.78
Estimation Period:
Mar 16, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts