Avanza Bank Holding AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.01% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2721 | 19.64 | |
| 0.0817 | 29.48 | |
| 0.8693 | 196.66 |
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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