Hennes & Mauritz AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.55% (-16.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 0.54 | |
| -0.2285 | -0.60 | |
| 0.9493 | 45.42 | |
| -0.1215 | -7.53 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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