BTS Group AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.88% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0301 | 9.56 | |
| 0.0844 | 4.41 | |
| 0.6093 | 7.03 | |
| 0.2559 | 7.00 | |
| -0.3361 | -5.98 | |
| 0.0832 | 2.12 | |
| 0.0771 | 1.92 | |
| -0.1550 | -3.13 | |
| 0.0963 | 2.28 |
Estimation Period:
Jun 6, 2001 to Feb 6, 2026
Jun 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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