Avanza Bank Holding Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.11% (-29.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7910 | 0.68 | |
| 0.5894 | 12.87 | |
| 0.4095 | 4.58 | |
| -302.7181 | -1.72 | |
| 770.7364 | 3.42 | |
| -802.6022 | -22.28 | |
| 433.7279 | 1.94 | |
| -67.7189 | -0.09 | |
| -80.8762 | -0.09 | |
| 43.6377 | 0.10 | |
| 50.5515 | 0.35 | |
| -101.6595 | -0.70 | |
| 84.3883 | 0.73 |
Estimation Period:
Jul 20, 2018 to Feb 13, 2026
Jul 20, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avanza Bank Holding Ab Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities