Telefonaktiebolaget LM Ericsson MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.80% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0895 | 1.72 | |
| 0.1564 | 1.78 | |
| -0.0026 | -0.25 | |
| 0.5327 | 0.06 | |
| 0.2709 | 0.05 | |
| 0.6434 | 0.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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