Studsvik AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.41% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4665 | 9.08 | |
| 0.1608 | 5.62 | |
| 0.5374 | 7.23 | |
| 0.1994 | 2.71 | |
| -0.3014 | -2.22 | |
| 0.2149 | 1.70 | |
| -0.2187 | -1.85 | |
| 0.1800 | 1.66 | |
| -0.1127 | -0.96 | |
| 0.0671 | 0.57 | |
| -0.1509 | -1.67 | |
| 0.5094 | 4.81 |
Estimation Period:
May 4, 2001 to Feb 6, 2026
May 4, 2001 to Feb 6, 2026
News Impact Curve
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