Ratos AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.59% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0906 | 6.82 | |
| 0.1141 | 8.31 | |
| 0.7720 | 27.17 | |
| -0.1378 | -3.95 | |
| 0.2369 | 4.68 | |
| -0.1713 | -5.51 | |
| 0.1573 | 6.15 | |
| -0.1498 | -5.56 | |
| 0.0835 | 2.58 | |
| 0.0187 | 0.50 | |
| -0.1026 | -2.24 | |
| 0.0872 | 1.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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