Swedbank AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.61% (+30.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 5.06 | |
| 0.3637 | 8.32 | |
| 0.9469 | 93.79 | |
| -0.0811 | -1.91 |
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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