Nelly Group AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.35% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9417 | 12.95 | |
| 0.1096 | 12.20 | |
| 0.6374 | 27.80 |
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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