Alandsbanken Abp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.29% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1801 | 26.00 | |
| 0.5636 | 43.15 | |
| -0.0295 | -2.49 | |
| 0.0026 | 0.57 | |
| 0.0099 | 2.92 | |
| 0.9896 | 266.46 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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