Peab AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.89% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9573 | 7.46 | |
| 0.1617 | 9.59 | |
| 0.7213 | 28.10 | |
| -0.1440 | -3.03 | |
| 0.3069 | 3.92 | |
| -0.2794 | -4.92 | |
| 0.2301 | 4.83 | |
| -0.1658 | -3.71 | |
| 0.0134 | 0.35 | |
| 0.1031 | 2.82 | |
| -0.0907 | -2.09 | |
| 0.0377 | 0.84 | |
| -0.0205 | -0.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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