Sparekassen Sjaelland-Fyn AS Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.30% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1660 | 6.40 | |
| 0.1123 | 4.11 | |
| 0.7299 | 13.19 | |
| 0.2624 | 1.07 | |
| -0.3592 | -1.00 | |
| 0.5603 | 2.46 | |
| -1.0905 | -4.55 | |
| 1.0155 | 3.74 | |
| -0.5335 | -1.35 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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