VBG Group AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.34% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 13.25 | |
| 0.1250 | 27.85 | |
| 0.9905 | 953.30 | |
| -0.0075 | -1.58 |
Estimation Period:
Jan 23, 1990 to Feb 6, 2026
Jan 23, 1990 to Feb 6, 2026
News Impact Curve
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