Wallenstam Ab EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.04% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 6.22 | |
| 0.1629 | 12.85 | |
| 0.9449 | 99.95 | |
| -0.0305 | -3.39 |
Estimation Period:
Jan 31, 2019 to Feb 6, 2026
Jan 31, 2019 to Feb 6, 2026
News Impact Curve
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