Assa Abloy AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.44% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 11.85 | |
| 0.0924 | 32.63 | |
| 0.9932 | 1,939.87 | |
| -0.0340 | -11.96 |
Estimation Period:
Nov 8, 1994 to Feb 13, 2026
Nov 8, 1994 to Feb 13, 2026
News Impact Curve
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