Integrum AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.96% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0407 | 4.72 | |
| 0.0665 | 1.86 | |
| 0.2661 | 0.90 | |
| 2.8932 | 1.02 | |
| -4.4507 | -0.93 | |
| 1.4969 | 0.46 | |
| 1.6769 | 0.67 | |
| -3.8823 | -1.13 | |
| 4.8112 | 0.94 | |
| -6.8243 | -0.94 | |
| 12.7660 | 1.84 | |
| -24.2205 | -3.50 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
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