Orexo AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.34% (-8.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6567 | 7.50 | |
| 0.2476 | 5.34 | |
| 0.4132 | 6.58 | |
| -0.0915 | -2.75 | |
| 0.1520 | 3.02 | |
| -0.1047 | -3.01 | |
| 0.0650 | 2.08 | |
| -0.0283 | -1.17 |
Estimation Period:
Nov 9, 2005 to Feb 6, 2026
Nov 9, 2005 to Feb 6, 2026
News Impact Curve
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