Scandinavian Tobacco Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.26% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0813 | 12.49 | |
| 0.1022 | 12.66 | |
| 0.6140 | 25.97 |
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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