Arjo Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.10% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9305 | 4.80 | |
| 0.1086 | 2.90 | |
| 0.3475 | 2.00 | |
| 0.0115 | 0.02 | |
| 0.5428 | 0.59 | |
| -1.4930 | -2.34 | |
| 2.2312 | 3.12 | |
| -2.6536 | -3.06 | |
| 2.0133 | 2.02 | |
| -0.8621 | -0.76 | |
| 0.3400 | 0.39 |
Estimation Period:
Dec 7, 2017 to Feb 13, 2026
Dec 7, 2017 to Feb 13, 2026
News Impact Curve
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