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Vontobel Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.48% (+1.98%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vontobel Holding AG SGARCH
paramt-stat
ω0.57791.94
α0.03813.77
β0.919840.93
γ1-0.5630-0.97
γ20.33970.43
γ30.70161.92
γ4-0.7861-3.22
γ50.36881.71
γ6-0.1689-0.65
γ70.41441.63
γ8-0.7809-2.78
γ91.19982.97
γ10-1.6575-2.86
Estimation Period:
Dec 1, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts