VBG AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.27% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 0.31 | |
| 0.0012 | 0.25 | |
| 0.9920 | 101.15 | |
| 0.0142 | 2.46 |
Estimation Period:
Dec 16, 2016 to Feb 13, 2026
Dec 16, 2016 to Feb 13, 2026
News Impact Curve
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