Nordea Bank ABP AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.82% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1359 | 6.98 | |
| 0.1417 | 13.70 | |
| 0.8199 | 59.91 | |
| 0.5829 | 7.99 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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