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Svenska Handelsbanken Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.88% (+0.11%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Svenska Handelsbanken SGARCH
paramt-stat
ω0.00000.00
α0.02401.46
β0.89369.17
γ1-4.4906-7.20
γ25.14025.26
γ3-0.9161-1.84
γ40.39441.61
γ5-0.2009-1.16
γ60.12131.02
γ7-0.0797-0.84
γ80.04720.48
γ9-0.0475-0.31
Estimation Period:
Aug 20, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts