Industrivarden AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.31% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3042 | 5.38 | |
| 0.0915 | 9.91 | |
| 0.8704 | 67.04 | |
| -0.1032 | -2.26 | |
| 0.2281 | 3.27 | |
| -0.2470 | -5.56 | |
| 0.2258 | 6.50 | |
| -0.1698 | -4.59 | |
| 0.0715 | 1.90 | |
| 0.0278 | 0.73 | |
| -0.0571 | -1.47 | |
| 0.0321 | 1.16 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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