Nordea Bank Abp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.78% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9415 | 5.52 | |
| 0.0866 | 7.86 | |
| 0.8710 | 57.16 | |
| -0.1702 | -3.04 | |
| 0.3358 | 4.26 | |
| -0.2961 | -6.73 | |
| 0.1860 | 4.31 | |
| -0.0449 | -0.93 | |
| -0.0480 | -0.88 | |
| 0.0677 | 0.96 |
Estimation Period:
Jan 31, 2000 to Jan 30, 2026
Jan 31, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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