Train Alliance AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.90% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1001 | 3.60 | |
| 0.0766 | 1.99 | |
| 0.6573 | 3.22 | |
| -1.6868 | -1.82 | |
| 3.0246 | 2.41 | |
| -1.7672 | -3.42 |
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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