Clas Ohlson AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.20% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2224 | 20.88 | |
| 0.2734 | 35.85 | |
| 0.8663 | 137.97 | |
| -0.0488 | -6.69 |
Estimation Period:
Oct 5, 1999 to Feb 6, 2026
Oct 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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