Saab AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.57% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 14.45 | |
| 0.1798 | 28.22 | |
| 0.9669 | 407.96 | |
| -0.0236 | -4.76 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities