Bavarian Nordic As EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.43% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8491 | 18.89 | |
| 0.3479 | 19.18 | |
| 0.6578 | 34.70 | |
| 0.1112 | 6.60 |
Estimation Period:
Sep 8, 2009 to Feb 6, 2026
Sep 8, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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