Alandsbanken Abp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.82% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1573 | 7.23 | |
| 0.1547 | 6.97 | |
| 0.5632 | 9.85 | |
| -0.1258 | -2.89 | |
| 0.2585 | 4.16 | |
| -0.1652 | -3.65 | |
| 0.0193 | 0.39 | |
| -0.0349 | -0.66 | |
| 0.0901 | 1.88 | |
| -0.0699 | -1.72 | |
| 0.0420 | 0.74 |
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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