Nordea Bank Abp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.63% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 12.90 | |
| 0.1434 | 38.19 | |
| 0.9817 | 924.40 | |
| -0.0583 | -16.25 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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