Prevas AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.15% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8940 | 0.58 | |
| 0.0000 | 0.00 | |
| 0.9968 | 0.26 | |
| -12.3982 | -0.01 | |
| 0.8768 | 0.00 | |
| 47.9701 | 0.27 | |
| -85.1258 | -0.60 | |
| 72.0637 | 1.09 |
Estimation Period:
Jan 29, 2025 to Feb 6, 2026
Jan 29, 2025 to Feb 6, 2026
News Impact Curve
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