Wallenstam Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.04% (-26.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8664 | 118,663,900.00 | |
| 0.6993 | 6,992,730.00 | |
| 0.3007 | 3,007,270.00 | |
| 606.1436 | 6,061,436,000.00 | |
| -893.0353 | -8,930,353,000.00 | |
| 367.0673 | 3,670,673,000.00 | |
| -135.7025 | -1,357,025,000.00 | |
| 53.3202 | 533,202,100.00 | |
| 85.9802 | 859,801,500.00 | |
| -133.2185 | -1,332,185,000.00 | |
| 48.2530 | 482,529,900.00 |
Estimation Period:
Jan 31, 2019 to Feb 6, 2026
Jan 31, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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