Net Insight AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:72.32% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3322 | 5.61 | |
| 0.1084 | 4.75 | |
| 0.7466 | 15.34 | |
| -0.1986 | -3.85 | |
| 0.2968 | 3.99 | |
| -0.1365 | -2.35 | |
| 0.0883 | 1.35 | |
| -0.0374 | -0.65 | |
| -0.0744 | -1.07 | |
| 0.1200 | 1.44 | |
| -0.0859 | -1.31 |
Estimation Period:
Jun 7, 1999 to Feb 20, 2026
Jun 7, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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