Alandsbanken Abp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.61% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1720 | 7.28 | |
| 0.1541 | 6.97 | |
| 0.5633 | 9.85 | |
| -0.1172 | -2.69 | |
| 0.2441 | 3.92 | |
| -0.1548 | -3.43 | |
| 0.0115 | 0.23 | |
| -0.0300 | -0.57 | |
| 0.0896 | 1.90 | |
| -0.0771 | -2.11 | |
| 0.0668 | 2.83 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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