Saniona AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.97% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4817 | 12.76 | |
| 0.0649 | 2.52 | |
| -0.4284 | -8.03 | |
| 5.3391 | 0.68 | |
| 0.1845 | 0.54 | |
| 0.7149 | 1.69 |
Estimation Period:
Feb 11, 2019 to Feb 6, 2026
Feb 11, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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