Castellum AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.97% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0480 | 12.24 | |
| 0.8086 | 75.65 | |
| 0.0774 | 14.40 | |
| 0.0224 | 2.67 | |
| 0.0561 | 2.90 | |
| 0.9363 | 42.59 |
Estimation Period:
May 23, 1997 to Feb 6, 2026
May 23, 1997 to Feb 6, 2026
News Impact Curve
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