Hennes & Mauritz AB EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.43% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 10.55 | |
| 0.0750 | 20.33 | |
| 0.9888 | 918.08 | |
| -0.0110 | -2.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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