Samhallsbygg I Nor APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
73.59%
decreased by 2.54%
1 Week
75.69%
decreased by 0.44%
1 Month
83.16%
increased by 7.03%
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 | |
|---|---|---|
| 0.1810 | 3.99 | |
| 0.0594 | 2.83 | |
| 0.9306 | 98.72 | |
| 1.0000 | 2.07 | |
| 1.0759 | 15.42 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
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