AL Sydbank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.26% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1723 | 23.55 | |
| 0.6078 | 49.46 | |
| 0.0418 | 4.40 | |
| 0.0086 | 3.12 | |
| 0.0317 | 6.28 | |
| 0.9671 | 187.79 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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