Alandsbanken Abp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.47% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3044 | 7.80 | |
| 0.1681 | 8.33 | |
| 0.7191 | 24.82 | |
| 0.0832 | 2.31 | |
| -0.1217 | -2.09 | |
| 0.1002 | 2.48 | |
| -0.1146 | -3.71 | |
| 0.0609 | 2.05 | |
| 0.0179 | 0.57 | |
| -0.1015 | -2.38 |
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 Spline-GARCH Analyses on International Equities