Swedbank AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.15% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8755 | 6.71 | |
| 0.0860 | 5.56 | |
| 0.8662 | 32.05 | |
| -0.0676 | -1.28 | |
| 0.0389 | 0.48 | |
| 0.1472 | 2.99 | |
| -0.2347 | -5.40 | |
| 0.1427 | 2.86 | |
| 0.0278 | 0.54 | |
| -0.1220 | -1.79 | |
| 0.0840 | 0.79 |
Estimation Period:
Jun 9, 1995 to Feb 6, 2026
Jun 9, 1995 to Feb 6, 2026
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