Samhallsbygg I Nor AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
80.48%
decreased by 14.27%
1 Week
92.20%
decreased by 2.55%
1 Month
100.12%
increased by 5.37%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6520 | 10.76 | |
| 0.2607 | 10.76 | |
| 0.3922 | 24.87 | |
| 4.7698 | 14.30 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
Other Samhallsbygg I Nor Analyses
Other AGARCH Analyses on International Equities