Bahnhof AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.80% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2053 | 3.67 | |
| 0.2464 | 3.65 | |
| 0.0000 | 0.00 | |
| 14.2248 | 3.71 | |
| -20.5160 | -3.89 | |
| 5.7803 | 1.86 | |
| 4.5384 | 1.42 | |
| -8.5164 | -2.33 | |
| 11.4790 | 2.55 | |
| -14.6915 | -2.43 | |
| 10.9833 | 1.82 | |
| -3.9920 | -0.93 | |
| 1.1164 | 0.48 |
Estimation Period:
May 10, 2021 to Feb 13, 2026
May 10, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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