Artea bankas AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.85% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8614 | 8.50 | |
| 0.2129 | 8.69 | |
| 0.5783 | 13.50 | |
| 0.0973 | 0.77 | |
| 0.2139 | 0.99 | |
| -0.4711 | -2.79 | |
| 0.1373 | 1.00 | |
| 0.0369 | 0.30 | |
| -0.0998 | -0.74 | |
| 0.2671 | 2.00 | |
| -0.3453 | -3.02 | |
| 0.2370 | 2.07 | |
| -0.0561 | -0.52 |
Estimation Period:
Apr 2, 1998 to Feb 6, 2026
Apr 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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