Fabege AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.65% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 12.14 | |
| 0.1106 | 34.70 | |
| 0.9902 | 1,584.25 | |
| -0.0331 | -7.13 |
Estimation Period:
Aug 19, 1992 to Feb 6, 2026
Aug 19, 1992 to Feb 6, 2026
News Impact Curve
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