Morrow Bank AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:108.25% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8505 | 3.78 | |
| 0.1206 | 4.99 | |
| 0.8316 | 31.19 | |
| -0.2321 | -0.14 | |
| 0.5141 | 0.20 | |
| 0.2712 | 0.16 | |
| -1.8441 | -1.32 | |
| 2.7361 | 1.85 | |
| -2.2601 | -1.42 | |
| 0.1475 | 0.08 | |
| 2.2627 | 1.21 | |
| -6.3479 | -2.16 | |
| 21.6633 | 2.48 |
Estimation Period:
Dec 4, 2017 to Feb 6, 2026
Dec 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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