Train Alliance AB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.92% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2035 | 5.87 | |
| 0.0819 | 14.17 | |
| 0.8734 | 69.49 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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