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Vestas Wind Systems A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.05% (-1.94%)
Analysis last updated: Thursday, February 12, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vestas Wind Systems A/S SGARCH
paramt-stat
ω0.68736.94
α0.13595.61
β0.653813.96
γ1-0.0780-0.97
γ20.02170.16
γ30.10831.05
γ4-0.0222-0.27
γ5-0.1254-1.86
γ60.11021.70
γ70.10531.71
γ8-0.2558-4.22
γ90.32284.45
Estimation Period:
Apr 30, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts