Net Insight AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:93.73% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2818 | 5.54 | |
| 0.1046 | 4.75 | |
| 0.7404 | 14.33 | |
| -0.2133 | -4.14 | |
| 0.3209 | 4.35 | |
| -0.1550 | -2.73 | |
| 0.1069 | 1.67 | |
| -0.0602 | -1.04 | |
| -0.0330 | -0.47 | |
| 0.0235 | 0.27 | |
| 0.1625 | 1.34 |
Estimation Period:
Jun 7, 1999 to Feb 27, 2026
Jun 7, 1999 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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