Stockwik Forvaltning AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.26% (+30.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8267 | 7.22 | |
| 0.2010 | 10.12 | |
| 0.6871 | 24.50 | |
| -0.1297 | -3.82 | |
| 0.2628 | 4.87 | |
| -0.2582 | -6.59 | |
| 0.2176 | 6.26 | |
| -0.1032 | -3.04 | |
| -0.0544 | -1.30 | |
| 0.0905 | 2.03 | |
| -0.0105 | -0.34 |
Estimation Period:
Jan 16, 1990 to Feb 6, 2026
Jan 16, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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