Castellum AB Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.90% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2103 | 7.35 | |
| 0.0835 | 7.25 | |
| 0.8643 | 46.57 | |
| -0.0272 | -0.87 | |
| 0.0967 | 1.99 | |
| -0.1533 | -4.24 | |
| 0.1247 | 3.99 | |
| -0.0448 | -1.40 | |
| 0.0667 | 1.80 | |
| -0.2312 | -3.61 |
Estimation Period:
May 23, 1997 to Feb 13, 2026
May 23, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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