Camurus AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.44% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 6.13 | |
| 0.0852 | 10.91 | |
| 0.9554 | 119.66 | |
| -0.0359 | -4.03 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
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