Advenica AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.90% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7214 | 1.63 | |
| 0.1259 | 3.06 | |
| 0.3170 | 1.46 | |
| -9.1604 | -1.07 | |
| 12.7665 | 1.15 | |
| -4.5350 | -1.02 | |
| 0.3614 | 0.10 | |
| -0.1674 | -0.05 | |
| 4.5815 | 1.42 | |
| -10.0940 | -3.18 | |
| 14.0542 | 5.09 | |
| -14.4896 | -5.18 | |
| 9.1077 | 3.86 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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