Swedbank AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.84% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8915 | 6.82 | |
| 0.0863 | 5.61 | |
| 0.8662 | 32.44 | |
| -0.0634 | -1.19 | |
| 0.0345 | 0.42 | |
| 0.1453 | 2.94 | |
| -0.2289 | -5.24 | |
| 0.1360 | 2.72 | |
| 0.0344 | 0.71 | |
| -0.1319 | -2.65 | |
| 0.1077 | 2.51 |
Estimation Period:
Jun 9, 1995 to Feb 6, 2026
Jun 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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