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Spar Nord Bank A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 24, 2025 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spar Nord Bank A/S SGARCH
paramt-stat
ω0.54372.41
α0.18827.48
β0.725128.06
γ1-0.1235-0.94
γ20.12360.71
γ3-0.0023-0.03
γ40.07541.67
γ5-0.1672-4.12
γ60.13523.02
γ7-0.0562-1.19
γ80.08261.69
γ9-0.3776-5.85
Estimation Period:
Oct 7, 1991 to Jul 18, 2025
Impact of return on volatility tomorrow
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