Annehem Fastigheter Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.21% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0119 | 2.14 | |
| 0.8061 | 52.27 | |
| 0.1186 | 13.21 | |
| 2.0409 | 0.11 | |
| 0.5132 | 0.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 11, 2020 to Feb 13, 2026
Dec 11, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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