Investment AB Oresund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.49% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 18.64 | |
| 0.1103 | 25.77 | |
| 0.9840 | 1,131.04 | |
| -0.0285 | -7.49 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
News Impact Curve
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