Castellum AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.16% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 12.63 | |
| 0.1376 | 36.20 | |
| 0.9828 | 970.19 | |
| -0.0432 | -10.75 |
Estimation Period:
May 23, 1997 to Feb 6, 2026
May 23, 1997 to Feb 6, 2026
News Impact Curve
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