Svenska Handelsbanken Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.81% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 2.50 | |
| 0.0077 | 1.23 | |
| 0.9553 | 13.01 | |
| -3.5968 | -5.48 | |
| 3.9953 | 4.17 | |
| -0.5495 | -1.24 | |
| 0.1753 | 0.68 | |
| -0.0042 | -0.02 | |
| -0.0517 | -0.37 | |
| 0.0647 | 0.68 | |
| -0.0541 | -0.68 | |
| 0.0147 | 0.19 | |
| 0.0102 | 0.17 |
Estimation Period:
Aug 20, 2001 to Feb 6, 2026
Aug 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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