Castellum AB GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.13% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 18.26 | |
| 0.0674 | 33.04 | |
| 0.9218 | 415.80 |
Estimation Period:
May 23, 1997 to Feb 6, 2026
May 23, 1997 to Feb 6, 2026
News Impact Curve
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