Saab AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.75% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1301 | 6.88 | |
| 0.1161 | 5.99 | |
| 0.7496 | 19.39 | |
| 0.0271 | 0.39 | |
| -0.1550 | -1.46 | |
| 0.3992 | 4.72 | |
| -0.4655 | -4.62 | |
| 0.2245 | 1.94 | |
| -0.0778 | -0.53 | |
| 0.1802 | 1.33 | |
| -0.2436 | -2.36 | |
| 0.2032 | 2.17 | |
| -0.1483 | -2.27 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
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