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V-Lab

Tryg A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.57% (-0.46%)
Analysis last updated: Saturday, February 7, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tryg A/S SGARCH
paramt-stat
ω1.20517.40
α0.10995.60
β0.725314.92
γ10.18021.69
γ2-0.3238-1.99
γ30.12200.99
γ40.20141.62
γ5-0.4167-3.58
γ60.50404.40
γ7-0.4683-3.49
γ80.26241.66
γ9-0.0411-0.16
Estimation Period:
Oct 13, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts