Sectra Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.80% (-27.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4588 | 154,587,600.00 | |
| 0.8109 | 8,108,860.00 | |
| 0.1891 | 1,891,140.00 | |
| -59.1587 | -591,586,600.00 | |
| -78.8504 | -788,503,800.00 | |
| -64.2597 | -642,596,700.00 | |
| 1,254.9860 | 12,549,860,000.00 | |
| -1,727.5210 | -17,275,210,000.00 | |
| 698.0151 | 6,980,151,000.00 | |
| -28.6130 | -286,130,400.00 | |
| 0.8403 | 8,402,580.00 | |
| 18.3521 | 183,521,400.00 | |
| -39.9736 | -399,736,300.00 |
Estimation Period:
Oct 19, 2015 to Feb 13, 2026
Oct 19, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities