Intrum AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.06% (-4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2930 | 4.14 | |
| 0.1709 | 5.56 | |
| 0.5955 | 7.04 | |
| -0.1557 | -0.89 | |
| 0.4873 | 1.84 | |
| -0.6327 | -4.02 | |
| 0.4351 | 3.64 | |
| -0.1588 | -1.34 | |
| 0.1122 | 0.90 | |
| -0.1643 | -1.22 | |
| 0.0907 | 0.62 | |
| 0.1503 | 0.96 | |
| -0.6128 | -3.14 |
Estimation Period:
Jun 7, 2002 to Feb 6, 2026
Jun 7, 2002 to Feb 6, 2026
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