Skandinaviska Enskilda Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.15% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0414 | 5.85 | |
| 0.8991 | 39.08 | |
| 0.0313 | 3.15 | |
| 0.1337 | 1.74 | |
| 0.0088 | 0.42 | |
| 0.9440 | 25.78 |
Estimation Period:
Jan 1, 2020 to Feb 6, 2026
Jan 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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