Skandinaviska Enskilda Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.32% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2505 | 5.83 | |
| 0.0952 | 3.08 | |
| 0.8652 | 17.89 | |
| 0.0145 | 1.77 |
Estimation Period:
Jan 1, 2020 to Feb 6, 2026
Jan 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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