V-Lab
Nordea Bank Abp GARCH Volatility Analysis
Volatility Prediction for Monday, September 9th, 2024:21.72% (+2.48%)
Analysis last updated: Saturday, September 7, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 18.03 | |
| 0.0863 | 35.65 | |
| 0.8966 | 336.81 |
Estimation Period:
Jan 31, 2000 to Sep 6, 2024
Jan 31, 2000 to Sep 6, 2024
News Impact Curve
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