John Mattson Fastighetsforet EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.33% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4340 | 8.93 | |
| 0.2562 | 11.15 | |
| 0.5942 | 14.94 | |
| 0.1962 | 8.31 |
Estimation Period:
Oct 27, 2023 to Feb 13, 2026
Oct 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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