Lollands Bank A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.19% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 11.74 | |
| 0.1484 | 29.77 | |
| 0.9862 | 853.86 | |
| -0.0390 | -5.63 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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