Advenica AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.46% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7151 | 1.64 | |
| 0.1267 | 3.11 | |
| 0.2914 | 1.32 | |
| -9.2025 | -1.11 | |
| 12.8853 | 1.19 | |
| -4.6938 | -1.08 | |
| 0.4475 | 0.12 | |
| -0.0549 | -0.02 | |
| 4.3310 | 1.41 | |
| -10.0699 | -3.26 | |
| 14.9905 | 5.32 | |
| -17.9091 | -5.55 | |
| 18.7282 | 3.74 |
Estimation Period:
Feb 15, 2021 to Feb 13, 2026
Feb 15, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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