Nordea Bank ABP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.97% (+4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5170 | 4.54 | |
| 0.1565 | 3.94 | |
| 0.7569 | 14.16 | |
| 0.5382 | 1.97 | |
| -0.9132 | -1.96 | |
| 0.9168 | 2.20 | |
| -0.8325 | -2.60 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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