Saniona AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.39% (+8.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5011 | 2.88 | |
| 0.1818 | 3.17 | |
| 0.3991 | 3.03 | |
| 1.3223 | 0.52 | |
| -2.1741 | -0.60 | |
| -0.7728 | -0.35 | |
| 6.7484 | 2.71 | |
| -11.4883 | -3.51 | |
| 10.8174 | 3.34 | |
| -6.7774 | -2.64 | |
| 3.2574 | 1.57 | |
| -1.3156 | -0.36 | |
| -1.9315 | -0.31 |
Estimation Period:
Feb 11, 2019 to Feb 6, 2026
Feb 11, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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