Cemat A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.51% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2832 | 5.64 | |
| 0.2000 | 5.36 | |
| 0.6132 | 13.22 | |
| 0.1191 | 1.45 | |
| -0.2145 | -1.73 | |
| 0.0776 | 0.83 | |
| 0.0230 | 0.23 | |
| 0.0478 | 0.44 | |
| -0.0207 | -0.17 | |
| -0.1238 | -0.85 | |
| 0.1816 | 1.21 | |
| -0.2308 | -1.56 | |
| 0.2365 | 2.62 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
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