Integrum AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.58% (+6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0541 | 0.17 | |
| 0.2817 | 0.80 | |
| -0.0131 | -0.09 | |
| 10.0000 | 0.01 | |
| 0.0661 | 0.01 | |
| 0.5097 | 0.01 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
News Impact Curve
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