Scandinavian Tobacco Group MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.69% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0924 | 9.43 | |
| 0.5850 | 7.99 | |
| 0.0332 | 1.90 | |
| 2.9471 | 0.00 | |
| 0.0064 | 0.00 | |
| 0.2568 | 0.00 |
Estimation Period:
Feb 11, 2016 to Feb 6, 2026
Feb 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Scandinavian Tobacco Group Analyses
Other MF2-GARCH Analyses on International Equities