Scandinavian Tobacco Group Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.56% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8320 | 5.48 | |
| 0.4785 | 3.83 | |
| 0.1147 | 1.81 | |
| -0.0777 | -1.69 | |
| 0.1302 | 1.66 | |
| -0.2424 | -2.73 |
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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