Af Gruppen Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.08% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3760 | 5.24 | |
| 0.1887 | 6.47 | |
| 0.5343 | 9.85 | |
| -0.0843 | -0.60 | |
| 0.3627 | 1.73 | |
| -0.5188 | -2.84 | |
| 0.3333 | 1.81 | |
| -0.0261 | -0.18 | |
| -0.1595 | -1.27 | |
| 0.1600 | 1.28 | |
| -0.0465 | -0.36 | |
| -0.0845 | -0.76 | |
| 0.0874 | 1.17 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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