Camurus AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.27% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8298 | 7.81 | |
| 0.0343 | 2.55 | |
| 0.8804 | 13.81 | |
| -0.0101 | -1.15 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities