Castellum AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.01% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4843 | 7.74 | |
| 0.0777 | 7.84 | |
| 0.8905 | 64.65 | |
| 0.0307 | 3.10 | |
| -0.0564 | -3.67 | |
| 0.0531 | 5.09 | |
| -0.0392 | -5.73 |
Estimation Period:
May 23, 1997 to Feb 6, 2026
May 23, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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