Spotify Technology SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.90% (+15.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4108 | 10.35 | |
| 0.3383 | 15.65 | |
| 0.7874 | 38.46 | |
| -0.1259 | -5.79 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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