AFRY AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.57% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3454 | 8.20 | |
| 0.0767 | 7.24 | |
| 0.8447 | 32.87 | |
| -0.0726 | -1.35 | |
| 0.1659 | 1.91 | |
| -0.2021 | -3.27 | |
| 0.2082 | 3.67 | |
| -0.1327 | -2.59 | |
| 0.0028 | 0.07 | |
| 0.0557 | 1.41 | |
| -0.0023 | -0.05 | |
| -0.0358 | -0.63 | |
| 0.0064 | 0.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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