V-Lab
Nordea Bank Abp GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 7th, 2024:26.04% (-0.69%)
Analysis last updated: Wednesday, August 7, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 18.03 | |
| 0.0858 | 35.51 | |
| 0.8973 | 338.72 |
Estimation Period:
Jan 31, 2000 to Aug 2, 2024
Jan 31, 2000 to Aug 2, 2024
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