Scandinavian Tobacco Group GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.75% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5829 | 31.40 | |
| 0.4761 | 15.60 | |
| 0.0658 | 5.19 |
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Feb 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Scandinavian Tobacco Group Analyses
Other GARCH Analyses on International Equities