Nordea Bank Abp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.24% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 7.78 | |
| 0.0854 | 41.46 | |
| 0.8890 | 385.17 | |
| 0.8416 | 21.85 |
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Jan 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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