Nelly Group AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.42% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4060 | 11.92 | |
| 0.1975 | 13.38 | |
| 0.8404 | 61.66 | |
| 0.0478 | 4.80 |
Estimation Period:
Dec 15, 2010 to Feb 6, 2026
Dec 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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