Investment AB Oresund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.30% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1762 | 5.53 | |
| 0.0988 | 8.86 | |
| 0.8094 | 32.39 | |
| 0.0756 | 1.76 | |
| -0.0451 | -0.72 | |
| -0.1007 | -2.28 | |
| 0.1902 | 4.65 | |
| -0.2479 | -5.66 | |
| 0.2030 | 5.43 | |
| -0.0896 | -2.50 | |
| 0.0289 | 0.74 | |
| -0.0947 | -1.70 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
News Impact Curve
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