Af Gruppen Asa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.50% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 14.58 | |
| 0.1158 | 24.52 | |
| 0.8447 | 122.47 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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