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V-Lab

Strategic Investments A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.63% (-1.59%)
Analysis last updated: Thursday, February 12, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Strategic Investments A/S SGARCH
paramt-stat
ω1.01704.19
α0.28977.16
β0.540110.41
γ1-0.2424-1.76
γ20.40951.90
γ3-0.3005-1.77
γ40.31161.90
γ5-0.6005-3.94
γ60.75756.55
γ7-0.3706-3.39
γ80.04430.38
γ9-0.0073-0.07
γ100.19001.16
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts