New Wave Group AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.64% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 9.76 | |
| 0.1190 | 25.34 | |
| 0.9833 | 720.36 | |
| -0.0473 | -10.94 |
Estimation Period:
Dec 11, 1997 to Feb 6, 2026
Dec 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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