Samhallsbygg I Nor EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
69.85%
decreased by 5.25%
1 Week
70.72%
decreased by 4.38%
1 Month
73.98%
decreased by 1.12%
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 | |
|---|---|---|
| 0.0627 | 1.52 | |
| 0.0594 | 5.46 | |
| 0.9831 | 135.93 | |
| -0.1233 | -9.70 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
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