H Lundbeck A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.07% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0937 | 11.53 | |
| 0.2197 | 17.77 | |
| 0.9391 | 155.09 | |
| 0.0190 | 1.40 |
Estimation Period:
Aug 1, 2022 to Feb 6, 2026
Aug 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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