BTS Group AB EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.93% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1932 | 5.11 | |
| 0.2170 | 8.47 | |
| 0.8983 | 43.84 | |
| -0.0173 | -0.99 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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