Avanza Bank Holding AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.81% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9157 | 8.38 | |
| 0.1176 | 7.61 | |
| 0.7143 | 19.22 | |
| 0.0077 | 0.18 | |
| 0.0086 | 0.13 | |
| -0.0987 | -2.06 | |
| 0.1509 | 3.40 | |
| -0.0963 | -2.45 | |
| 0.0474 | 1.21 | |
| -0.0336 | -0.76 | |
| 0.0670 | 1.32 | |
| -0.1360 | -2.78 | |
| 0.1199 | 3.37 |
Estimation Period:
Nov 26, 1992 to Feb 13, 2026
Nov 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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