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VBG Group AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.36% (-0.68%)
Analysis last updated: Tuesday, February 10, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VBG Group AB S0GARCH
paramt-stat
ω3.68305.68
α0.11617.11
β0.769625.81
γ10.27124.97
γ2-0.3576-4.09
γ30.15052.30
γ4-0.1084-1.97
γ50.05781.31
γ6-0.0060-0.15
γ70.01360.35
γ8-0.0428-1.25
Estimation Period:
Jan 23, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts