Avanza Bank Holding AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.45% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 19.25 | |
| 0.1552 | 28.87 | |
| 0.9545 | 368.26 | |
| -0.0091 | -1.63 |
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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