Erria A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.59% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6524 | 4.51 | |
| 0.2159 | 6.03 | |
| 0.6323 | 15.11 | |
| 0.0591 | 0.29 | |
| -0.5117 | -1.63 | |
| 0.9426 | 4.82 | |
| -0.7159 | -5.23 | |
| 0.2048 | 1.44 | |
| 0.0003 | 0.00 | |
| 0.1458 | 0.57 |
Estimation Period:
Nov 8, 2007 to Feb 6, 2026
Nov 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities