Bahnhof AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.92% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8781 | 13.58 | |
| 0.3935 | 17.53 | |
| 0.3567 | 7.70 | |
| 0.0140 | 0.52 |
Estimation Period:
May 10, 2021 to Feb 13, 2026
May 10, 2021 to Feb 13, 2026
News Impact Curve
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