Af Gruppen Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.65% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2003 | 22.67 | |
| 0.5720 | 46.12 | |
| -0.0181 | -1.29 | |
| 0.0062 | 1.82 | |
| 0.0081 | 4.11 | |
| 0.9895 | 383.67 |
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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