Skip to main content
V-Lab

Vontobel Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.03% (-0.30%)
Analysis last updated: Wednesday, February 11, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vontobel Holding AG S0GARCH
paramt-stat
ω0.58281.96
α0.03613.61
β0.924141.71
γ1-0.5530-0.96
γ20.33210.43
γ30.68831.89
γ4-0.7581-3.10
γ50.32741.53
γ6-0.1110-0.43
γ70.32941.34
γ8-0.6207-2.46
γ90.83962.95
γ10-0.7258-2.78
Estimation Period:
Dec 1, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts