Wallenstam AB EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.90% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 19.30 | |
| 0.1382 | 45.21 | |
| 0.9942 | 2,194.79 | |
| -0.0223 | -7.97 |
Estimation Period:
Aug 12, 1991 to Feb 6, 2026
Aug 12, 1991 to Feb 6, 2026
News Impact Curve
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