Nimbus Group AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.12% (-10.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0011 | 7.49 | |
| 0.2763 | 14.56 | |
| 0.5389 | 8.62 | |
| 0.0448 | 2.04 |
Estimation Period:
Feb 12, 2021 to Feb 6, 2026
Feb 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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