Volvo AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.75% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0864 | 8.32 | |
| 0.8678 | 84.13 | |
| -0.0283 | -2.42 | |
| 1.7720 | 1.44 | |
| 0.5984 | 1.99 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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