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Wallenstam Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.04% (-26.17%)
Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Wallenstam Ab S0GARCH
paramt-stat
ω11.8664118,663,900.00
α0.69936,992,730.00
β0.30073,007,270.00
γ1606.14366,061,436,000.00
γ2-893.0353-8,930,353,000.00
γ3367.06733,670,673,000.00
γ4-135.7025-1,357,025,000.00
γ553.3202533,202,100.00
γ685.9802859,801,500.00
γ7-133.2185-1,332,185,000.00
γ848.2530482,529,900.00
Estimation Period:
Jan 31, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts