Atlas Copco AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.15% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0070 | 3.80 | |
| 0.9530 | 600.85 | |
| 0.0639 | 32.70 | |
| 0.0069 | 3.87 | |
| 0.0000 | 0.03 | |
| 0.9987 | 1,546.01 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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