Investment AB Oresund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.39% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0945 | 5.31 | |
| 0.0999 | 8.93 | |
| 0.8129 | 33.61 | |
| 0.0650 | 1.49 | |
| -0.0331 | -0.52 | |
| -0.0991 | -2.19 | |
| 0.1813 | 4.30 | |
| -0.2346 | -5.17 | |
| 0.1856 | 4.82 | |
| -0.0635 | -1.77 | |
| -0.0204 | -0.57 | |
| 0.0248 | 1.03 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Investment AB Oresund Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities