Scandinavian Tobacco Group EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.74% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5340 | 13.38 | |
| 0.4269 | 21.21 | |
| 0.4590 | 11.26 | |
| 0.0979 | 6.35 |
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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