Prevas AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.97% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1601 | 7.74 | |
| 0.1721 | 6.44 | |
| 0.5386 | 9.82 | |
| 0.0674 | 0.69 | |
| -0.2801 | -1.93 | |
| 0.4487 | 5.05 | |
| -0.4095 | -4.95 | |
| 0.2896 | 3.22 | |
| -0.1585 | -1.83 | |
| 0.0759 | 0.80 | |
| -0.0472 | -0.47 | |
| -0.0513 | -0.52 | |
| 0.1912 | 0.93 |
Estimation Period:
Jun 1, 1998 to Feb 6, 2026
Jun 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities