Hufvudstaden AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.05% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9006 | 6.62 | |
| 0.1343 | 9.77 | |
| 0.7857 | 38.98 | |
| -0.1830 | -4.93 | |
| 0.2637 | 4.79 | |
| -0.1317 | -3.70 | |
| 0.1273 | 4.04 | |
| -0.1599 | -4.84 | |
| 0.1171 | 3.51 | |
| -0.0012 | -0.04 | |
| -0.0615 | -2.09 | |
| 0.0335 | 1.63 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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