Traction AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.76% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2407 | 7.22 | |
| 0.1083 | 7.86 | |
| 0.7914 | 28.49 | |
| -0.0952 | -3.12 | |
| 0.1518 | 3.34 | |
| -0.0694 | -2.35 | |
| 0.0197 | 0.75 | |
| -0.0337 | -1.44 | |
| 0.0495 | 3.29 |
Estimation Period:
Jul 3, 1997 to Feb 6, 2026
Jul 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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