Prevas AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.32% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0568 | 7.23 | |
| 0.1782 | 6.64 | |
| 0.5436 | 10.42 | |
| 0.0060 | 0.06 | |
| -0.1882 | -1.30 | |
| 0.3960 | 4.43 | |
| -0.3703 | -4.42 | |
| 0.2600 | 2.87 | |
| -0.1384 | -1.59 | |
| 0.0683 | 0.71 | |
| -0.0598 | -0.59 | |
| -0.0015 | -0.02 | |
| 0.0547 | 0.70 |
Estimation Period:
Jun 1, 1998 to Feb 6, 2026
Jun 1, 1998 to Feb 6, 2026
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