Samhallsbygg I Nor Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
71.81%
decreased by 31.80%
1 Week
46.55%
decreased by 57.06%
1 Month
36.03%
decreased by 67.58%
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 | |
|---|---|---|
| 0.4763 | 3.57 | |
| 0.2765 | 3.14 | |
| 0.0000 | 0.00 | |
| -9.5371 | -3.00 | |
| 13.7223 | 2.91 | |
| -5.7414 | -1.98 | |
| 0.6537 | 0.29 | |
| 0.7422 | 0.28 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
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