Investor AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.64% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5192 | 9.07 | |
| 0.0782 | 9.42 | |
| 0.8956 | 84.99 | |
| 0.0009 | 5.40 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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