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V-Lab

Scandinavian Tobacco Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.98% (-0.28%)
Analysis last updated: Thursday, February 12, 2026 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Scandinavian Tobacco Group S0GARCH
paramt-stat
ω0.80594.43
α0.47843.74
β0.10371.85
γ10.35940.53
γ2-0.9120-0.73
γ30.62790.55
γ40.25680.29
γ5-0.8588-1.19
γ61.30581.65
γ7-1.7171-1.76
γ81.73021.78
γ9-1.8613-1.85
γ101.78442.24
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts