Scandinavian Tobacco Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.98% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8059 | 4.43 | |
| 0.4784 | 3.74 | |
| 0.1037 | 1.85 | |
| 0.3594 | 0.53 | |
| -0.9120 | -0.73 | |
| 0.6279 | 0.55 | |
| 0.2568 | 0.29 | |
| -0.8588 | -1.19 | |
| 1.3058 | 1.65 | |
| -1.7171 | -1.76 | |
| 1.7302 | 1.78 | |
| -1.8613 | -1.85 | |
| 1.7844 | 2.24 |
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Feb 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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