Investor AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.04% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 12.16 | |
| 0.1330 | 43.54 | |
| 0.9829 | 1,043.39 | |
| -0.0634 | -20.86 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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