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V-Lab

Swedish Krona Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:99.78% (-2.44%)
Analysis last updated: Friday, February 6, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swedish Krona S0GARCH
paramt-stat
ω0.88453.27
α0.05103.98
β0.946869.20
γ1-0.0134-0.13
γ20.00180.01
γ30.01020.14
γ40.00740.12
γ50.00440.07
γ6-0.0516-0.89
γ70.10501.39
γ8-0.4934-1.38
γ91.27681.35
γ10-1.2978-1.38
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts