Nordea Bank ABP EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.16% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 13.15 | |
| 0.2966 | 16.22 | |
| 0.9510 | 182.08 | |
| -0.0638 | -3.72 |
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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