Stockwik Forvaltning AB Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.17% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7933 | 7.11 | |
| 0.2037 | 10.13 | |
| 0.6789 | 23.76 | |
| -0.1430 | -4.24 | |
| 0.2847 | 5.31 | |
| -0.2736 | -7.00 | |
| 0.2282 | 6.61 | |
| -0.1067 | -3.16 | |
| -0.0604 | -1.42 | |
| 0.1125 | 2.21 | |
| -0.0753 | -1.17 |
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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