ITAB Shop Concept AB EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.14% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 12.69 | |
| 0.1096 | 21.69 | |
| 0.9865 | 751.34 | |
| -0.0189 | -4.22 |
Estimation Period:
May 31, 2004 to Feb 6, 2026
May 31, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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