Samhallsbygg I Nor Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
77.30%
decreased by 29.63%
1 Week
52.22%
decreased by 54.71%
1 Month
41.01%
decreased by 65.92%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4851 | 3.49 | |
| 0.2868 | 3.22 | |
| 0.0428 | 0.40 | |
| -9.3331 | -2.87 | |
| 13.3588 | 2.77 | |
| -5.2943 | -1.81 | |
| -0.3419 | -0.17 | |
| 3.3739 | 3.07 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
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