Proact IT Group AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.72% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0193 | 8.43 | |
| 0.1730 | 5.67 | |
| 0.3691 | 4.85 | |
| -0.1137 | -3.10 | |
| 0.0817 | 1.53 | |
| 0.1098 | 3.18 | |
| -0.1075 | -2.68 | |
| 0.0228 | 0.54 | |
| 0.0554 | 1.51 | |
| -0.1055 | -2.76 | |
| 0.0796 | 2.35 |
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Oct 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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