New Wave Group AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.60% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9843 | 6.60 | |
| 0.0696 | 4.37 | |
| 0.8813 | 29.23 | |
| -0.0476 | -2.02 | |
| 0.1139 | 2.99 | |
| -0.1325 | -3.85 | |
| 0.0954 | 2.98 | |
| -0.0005 | -0.02 | |
| -0.1204 | -2.34 |
Estimation Period:
Dec 11, 1997 to Feb 6, 2026
Dec 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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