Momentum Group Ab Publ Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.86% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3047 | 6.03 | |
| 0.1609 | 3.91 | |
| 0.6307 | 7.00 | |
| 0.4075 | 1.14 | |
| -0.9020 | -1.80 | |
| 0.8460 | 3.52 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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