Fluegger A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.59% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7662 | 4.75 | |
| 0.1598 | 7.74 | |
| 0.7173 | 19.72 | |
| 0.1342 | 3.37 | |
| -0.2728 | -3.87 | |
| 0.3067 | 4.68 | |
| -0.2674 | -5.36 | |
| 0.0796 | 2.07 | |
| 0.0972 | 2.75 | |
| -0.1333 | -3.64 | |
| 0.0744 | 2.52 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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