Af Gruppen Asa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.93% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9893 | 7.86 | |
| 0.1822 | 6.42 | |
| 0.5529 | 10.48 | |
| 0.1765 | 3.92 | |
| -0.2528 | -3.30 | |
| 0.1384 | 2.42 | |
| -0.0930 | -2.20 | |
| 0.0776 | 2.07 | |
| -0.1386 | -2.96 |
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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