Park Street A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.44% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6063 | 5.68 | |
| 0.1751 | 7.68 | |
| 0.6923 | 20.02 | |
| 0.2174 | 3.87 | |
| -0.2960 | -3.14 | |
| 0.1668 | 2.25 | |
| -0.0146 | -0.24 | |
| -0.2190 | -3.43 | |
| 0.2084 | 2.98 | |
| -0.1549 | -1.93 | |
| 0.1746 | 2.48 | |
| -0.0987 | -2.47 |
Estimation Period:
Jul 6, 1990 to Feb 6, 2026
Jul 6, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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