Scandinavian Tobacco Group AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.23% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5582 | 30.47 | |
| 0.4512 | 15.52 | |
| 0.0813 | 5.43 | |
| -0.1230 | -1.86 |
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Feb 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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