AL Sydbank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.81% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2392 | 3.63 | |
| 0.1743 | 9.05 | |
| 0.7174 | 27.04 | |
| -0.2807 | -3.13 | |
| 0.3863 | 3.00 | |
| -0.2363 | -3.75 | |
| 0.3201 | 8.16 | |
| -0.3312 | -8.79 | |
| 0.1913 | 5.23 | |
| -0.0406 | -1.18 | |
| -0.0424 | -0.92 | |
| 0.0636 | 0.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities