Nordea Bank Abp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.92% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 10.39 | |
| 0.1591 | 40.80 | |
| 0.9781 | 744.37 | |
| -0.0713 | -15.93 |
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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