Alandsbanken Abp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.03% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2820 | 7.46 | |
| 0.1694 | 8.69 | |
| 0.7302 | 27.10 | |
| 0.0757 | 2.04 | |
| -0.1111 | -1.85 | |
| 0.0968 | 2.31 | |
| -0.1174 | -3.68 | |
| 0.0742 | 2.48 | |
| -0.0205 | -0.74 | |
| 0.0073 | 0.39 |
Estimation Period:
Oct 26, 1992 to Feb 6, 2026
Oct 26, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alandsbanken Abp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities