Investment AB Oresund GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.75% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1163 | 16.51 | |
| 0.0882 | 31.85 | |
| 0.8727 | 204.57 |
Estimation Period:
Jan 18, 1990 to Feb 20, 2026
Jan 18, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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