Park Street A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.74% (+10.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6407 | 5.79 | |
| 0.1799 | 7.70 | |
| 0.6788 | 18.69 | |
| 0.2312 | 4.17 | |
| -0.3174 | -3.40 | |
| 0.1782 | 2.42 | |
| -0.0182 | -0.29 | |
| -0.2254 | -3.56 | |
| 0.2277 | 3.29 | |
| -0.1934 | -2.45 | |
| 0.2544 | 3.32 | |
| -0.3038 | -2.58 |
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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