Alligo AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.39% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6985 | 2.08 | |
| 0.2971 | 3.78 | |
| 0.6396 | 24.60 | |
| 67.9622 | 4.59 | |
| -96.0769 | -3.96 | |
| 38.8682 | 2.48 | |
| -22.6050 | -2.18 | |
| 23.5857 | 2.98 | |
| -20.3841 | -3.47 | |
| 14.9323 | 2.68 | |
| -10.6322 | -2.11 | |
| 6.1435 | 1.73 |
Estimation Period:
Sep 5, 2017 to Feb 13, 2026
Sep 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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