Fagerhult Group AB EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.01% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2787 | 25.60 | |
| 0.3202 | 38.07 | |
| 0.8277 | 122.19 | |
| -0.0049 | -0.68 |
Estimation Period:
May 13, 1997 to Feb 6, 2026
May 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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