Hennes & Mauritz Ab EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.95% (+13.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4282 | 18.28 | |
| 0.0602 | 2.65 | |
| -0.6760 | -8.26 | |
| 0.1257 | 3.81 |
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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