VBG Group AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.45% (+8.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8162 | 5.83 | |
| 0.1177 | 7.23 | |
| 0.7675 | 25.98 | |
| 0.2854 | 5.29 | |
| -0.3795 | -4.38 | |
| 0.1643 | 2.51 | |
| -0.1198 | -2.17 | |
| 0.0685 | 1.53 | |
| -0.0186 | -0.45 | |
| 0.0336 | 0.62 | |
| -0.0867 | -0.90 |
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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