MEKO AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.18% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9045 | 8.12 | |
| 0.1280 | 6.27 | |
| 0.6253 | 9.25 | |
| -0.1733 | -3.21 | |
| 0.3177 | 4.07 | |
| -0.2128 | -4.04 | |
| 0.0489 | 1.01 | |
| 0.0407 | 0.82 | |
| 0.0563 | 0.77 | |
| -0.1707 | -1.64 | |
| 0.1092 | 0.98 | |
| -0.0092 | -0.11 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities