Nordea Bank Abp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.39% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9432 | 5.53 | |
| 0.0866 | 7.88 | |
| 0.8710 | 57.20 | |
| -0.1691 | -3.02 | |
| 0.3340 | 4.24 | |
| -0.2950 | -6.72 | |
| 0.1858 | 4.31 | |
| -0.0451 | -0.94 | |
| -0.0480 | -0.89 | |
| 0.0691 | 0.98 |
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Jan 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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