Industrivarden AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.47% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3127 | 5.51 | |
| 0.0912 | 9.92 | |
| 0.8709 | 67.61 | |
| -0.1113 | -2.47 | |
| 0.2447 | 3.56 | |
| -0.2628 | -5.97 | |
| 0.2379 | 6.85 | |
| -0.1767 | -4.73 | |
| 0.0743 | 1.95 | |
| 0.0275 | 0.70 | |
| -0.0601 | -1.39 | |
| 0.0418 | 0.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Industrivarden AB Analyses
Other Spline-GARCH Analyses on International Equities