Scandinavian Tobacco Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.24% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2651 | 9.97 | |
| 0.1844 | 14.07 | |
| 0.8109 | 41.37 | |
| -0.0177 | -1.32 |
Estimation Period:
Feb 11, 2016 to Feb 6, 2026
Feb 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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