John Mattson Fastighetsforet MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.42% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2629 | 15.39 | |
| 0.4670 | 14.78 | |
| -0.2629 | -11.06 | |
| 1.5076 | 0.01 | |
| 0.4595 | 0.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 27, 2023 to Feb 13, 2026
Oct 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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