Havsfrun Investment Ab EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.25% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 24.30 | |
| 0.1946 | 36.17 | |
| 0.9783 | 803.23 | |
| 0.0106 | 1.41 |
Estimation Period:
Feb 2, 1998 to Feb 6, 2026
Feb 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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