Svenska Handelsbanken EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.68% (-9.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2224 | 4.82 | |
| 0.2721 | 11.19 | |
| 0.9126 | 52.07 | |
| -0.1331 | -5.32 |
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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