Wallenstam AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.22% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 18.93 | |
| 0.0863 | 51.18 | |
| 0.9050 | 541.59 | |
| 0.2387 | 8.48 |
Estimation Period:
Aug 12, 1991 to Feb 6, 2026
Aug 12, 1991 to Feb 6, 2026
News Impact Curve
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