Nivika Fastigheter Ab Publ EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.88% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 6.75 | |
| 0.1351 | 15.68 | |
| 0.9718 | 323.95 | |
| -0.0631 | -7.47 |
Estimation Period:
Dec 3, 2021 to Jan 30, 2026
Dec 3, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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