Swedbank AB EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.59% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 11.92 | |
| 0.1385 | 25.11 | |
| 0.9806 | 794.61 | |
| -0.0494 | -8.96 |
Estimation Period:
Jun 9, 1995 to Feb 13, 2026
Jun 9, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities