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Vestjysk Bank A/S 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 SGARCH
paramt-stat
ω1.48314.04
α0.35505.78
β0.531112.72
γ1-0.0176-0.26
γ20.13421.18
γ3-0.1422-1.05
γ40.08630.61
γ5-0.0591-0.56
γ6-0.1795-1.85
γ70.32103.39
γ8-0.2037-1.88
γ9-0.0221-0.12
γ100.50891.37
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts