Lydia Holding AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2140 | 3.95 | |
| 0.1858 | 9.21 | |
| 0.6876 | 21.79 | |
| 0.1418 | 2.02 | |
| -0.1952 | -2.03 | |
| 0.0473 | 0.78 | |
| 0.0508 | 0.86 | |
| -0.0588 | -0.98 | |
| -0.0500 | -0.75 | |
| 0.2194 | 2.85 | |
| -0.2996 | -4.01 | |
| 0.2578 | 3.78 | |
| -0.2907 | -3.39 |
Estimation Period:
Feb 16, 1994 to Feb 6, 2026
Feb 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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