Loomis AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.26% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 9.99 | |
| 0.0216 | 10.12 | |
| 0.9585 | 288.89 |
Estimation Period:
Dec 9, 2008 to Feb 6, 2026
Dec 9, 2008 to Feb 6, 2026
News Impact Curve
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