Clas Ohlson AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.93% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0798 | 15.54 | |
| 0.5879 | 47.41 | |
| 0.1729 | 15.82 | |
| 0.0216 | 1.03 | |
| 0.0185 | 2.08 | |
| 0.9773 | 75.73 |
Estimation Period:
Oct 5, 1999 to Feb 6, 2026
Oct 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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