Assa Abloy AB EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.94% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1093 | 3.51 | |
| -0.1500 | -7.04 | |
| 0.8881 | 107.84 | |
| -0.1137 | -1.78 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Assa Abloy AB Analyses
Other EGARCH Analyses on International Equities