Integrum AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.49% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0370 | 4.72 | |
| 0.0627 | 1.81 | |
| 0.2796 | 0.92 | |
| 2.8531 | 1.01 | |
| -4.4132 | -0.92 | |
| 1.5546 | 0.47 | |
| 1.4809 | 0.59 | |
| -3.4496 | -0.99 | |
| 3.8518 | 0.74 | |
| -4.3331 | -0.59 | |
| 6.6086 | 1.02 | |
| -6.6397 | -2.15 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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