Nolato AB EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.36% (+31.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0659 | 24.01 | |
| 0.1784 | 40.99 | |
| 0.9702 | 795.26 | |
| -0.0336 | -8.20 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities