Loomis AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.07% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 4.79 | |
| 0.0510 | 10.22 | |
| 0.9865 | 596.78 | |
| -0.0333 | -7.33 |
Estimation Period:
Dec 9, 2008 to Feb 6, 2026
Dec 9, 2008 to Feb 6, 2026
News Impact Curve
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