Hennes & Mauritz Ab AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.47% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0168 | 25.14 | |
| 0.1226 | 7.70 | |
| 0.0003 | 0.13 | |
| -2.7392 | -7.90 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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