Proact IT Group AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.30% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0047 | 8.34 | |
| 0.1741 | 5.63 | |
| 0.3647 | 4.88 | |
| -0.1184 | -3.23 | |
| 0.0872 | 1.64 | |
| 0.1100 | 3.19 | |
| -0.1100 | -2.75 | |
| 0.0250 | 0.59 | |
| 0.0555 | 1.47 | |
| -0.1088 | -2.23 | |
| 0.0893 | 0.95 |
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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