Avanza Bank Holding AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.50% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3395 | 21.25 | |
| 0.0939 | 31.52 | |
| 0.8446 | 175.97 | |
| 0.2324 | 5.19 |
Estimation Period:
Nov 26, 1992 to Feb 13, 2026
Nov 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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