Svolder Ab EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.84% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 15.77 | |
| 0.1657 | 37.51 | |
| 0.9637 | 546.32 | |
| -0.0756 | -14.84 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities