AL Sydbank EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.32% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 27.13 | |
| 0.1930 | 40.20 | |
| 0.9804 | 1,006.60 | |
| -0.0196 | -4.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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