VBG Group AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.36% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6830 | 5.68 | |
| 0.1161 | 7.11 | |
| 0.7696 | 25.81 | |
| 0.2712 | 4.97 | |
| -0.3576 | -4.09 | |
| 0.1505 | 2.30 | |
| -0.1084 | -1.97 | |
| 0.0578 | 1.31 | |
| -0.0060 | -0.15 | |
| 0.0136 | 0.35 | |
| -0.0428 | -1.25 |
Estimation Period:
Jan 23, 1990 to Feb 6, 2026
Jan 23, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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