ITAB Shop Concept AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.66% (-21.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0035 | 5.45 | |
| 0.2225 | 5.79 | |
| 0.4421 | 7.26 | |
| 0.1569 | 1.49 | |
| -0.1737 | -1.12 | |
| -0.0593 | -0.55 | |
| 0.2153 | 2.36 | |
| -0.2712 | -3.01 | |
| 0.3334 | 3.13 | |
| -0.4888 | -3.93 | |
| 0.5121 | 3.83 | |
| -0.4108 | -1.87 |
Estimation Period:
May 31, 2004 to Feb 6, 2026
May 31, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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