Ratos AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.31% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1993 | 6.30 | |
| 0.1362 | 7.83 | |
| 0.7649 | 25.82 | |
| -0.0449 | -0.61 | |
| 0.0133 | 0.12 | |
| 0.0803 | 1.31 | |
| -0.0690 | -1.64 | |
| 0.0317 | 0.76 | |
| 0.0221 | 0.48 | |
| -0.1059 | -2.13 | |
| 0.1109 | 2.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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