Avanza Bank Holding AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.35% (-5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0986 | 21.35 | |
| 0.6693 | 48.95 | |
| 0.0577 | 8.25 | |
| 0.0298 | 1.87 | |
| 0.0132 | 2.69 | |
| 0.9813 | 145.31 |
Estimation Period:
Nov 26, 1992 to Feb 13, 2026
Nov 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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