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Vestjysk Bank A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 10, 2025 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vestjysk Bank A/S S0GARCH
paramt-stat
ω1.37264.59
α0.32575.47
β0.534012.14
γ1-0.0034-0.05
γ20.10520.94
γ3-0.1108-0.82
γ40.05630.41
γ5-0.0377-0.37
γ6-0.1980-2.10
γ70.36353.96
γ8-0.3160-2.84
γ90.25861.28
γ10-0.1545-0.77
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
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