Intrum Justitia Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.65% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7814 | 4.14 | |
| 0.0663 | 4.77 | |
| 0.8831 | 28.69 | |
| 0.0646 | 0.64 | |
| -0.0478 | -0.31 | |
| 0.0001 | 0.00 | |
| -0.0982 | -1.04 | |
| 0.2801 | 3.05 | |
| -0.5433 | -4.32 |
Estimation Period:
Jul 21, 2009 to Feb 6, 2026
Jul 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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