Alligo AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.13% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0406 | 8.15 | |
| 0.8001 | 29.61 | |
| 0.0174 | 1.09 | |
| 2.8502 | 0.17 | |
| 0.6214 | 0.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 5, 2017 to Feb 13, 2026
Sep 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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