Cemat A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.00% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0204 | 4.86 | |
| 0.1374 | 4.18 | |
| 0.7598 | 13.53 | |
| -0.0167 | -0.51 | |
| -0.0338 | -0.72 | |
| 0.1086 | 3.74 | |
| -0.0750 | -2.54 | |
| 0.0165 | 0.37 | |
| -0.0730 | -1.02 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
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