TORM PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.43% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5775 | 4.03 | |
| 0.1367 | 8.16 | |
| 0.8103 | 31.64 | |
| 0.1035 | 1.42 | |
| -0.1472 | -1.39 | |
| 0.0162 | 0.29 | |
| 0.0579 | 1.11 | |
| 0.0464 | 0.74 | |
| -0.2674 | -4.11 | |
| 0.3272 | 5.88 | |
| -0.1668 | -3.50 | |
| 0.0277 | 0.87 |
Estimation Period:
May 21, 1990 to Feb 6, 2026
May 21, 1990 to Feb 6, 2026
News Impact Curve
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