FM Mattsson AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.96% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1999 | 13.49 | |
| 0.2940 | 23.26 | |
| 0.8906 | 105.49 | |
| -0.0319 | -2.26 |
Estimation Period:
Apr 12, 2017 to Feb 6, 2026
Apr 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FM Mattsson AB Analyses
Other EGARCH Analyses on International Equities