Prevas AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.07% (-6.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0720 | 7.27 | |
| 0.1788 | 6.65 | |
| 0.5456 | 10.55 | |
| 0.0164 | 0.17 | |
| -0.2042 | -1.40 | |
| 0.4053 | 4.51 | |
| -0.3766 | -4.48 | |
| 0.2646 | 2.90 | |
| -0.1412 | -1.61 | |
| 0.0695 | 0.72 | |
| -0.0600 | -0.59 | |
| -0.0021 | -0.02 | |
| 0.0556 | 0.70 |
Estimation Period:
Jun 1, 1998 to Jan 30, 2026
Jun 1, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities