Holmen AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.40% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3017 | 4.79 | |
| 0.1070 | 8.15 | |
| 0.8071 | 32.93 | |
| 0.3236 | 5.18 | |
| -0.4740 | -5.15 | |
| 0.2019 | 3.19 | |
| -0.1042 | -1.80 | |
| 0.1298 | 2.73 | |
| -0.1100 | -2.68 | |
| 0.0126 | 0.32 | |
| 0.0458 | 1.59 |
Estimation Period:
Feb 22, 1990 to Feb 6, 2026
Feb 22, 1990 to Feb 6, 2026
News Impact Curve
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