Assa Abloy AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.93% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0003 | 0.11 | |
| 0.8821 | 225.66 | |
| 0.0920 | 24.77 | |
| 0.3691 | 0.18 | |
| 0.9063 | 0.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 8, 1994 to Feb 13, 2026
Nov 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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