Skandinaviska Enskilda Bank AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.31% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 7.35 | |
| 0.0902 | 13.43 | |
| 0.8731 | 86.66 | |
| 0.5976 | 7.07 |
Estimation Period:
Jan 1, 2020 to Feb 6, 2026
Jan 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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