Fabege AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.14% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1042 | 21.25 | |
| 0.1108 | 63.26 | |
| 0.8637 | 492.40 | |
| 0.3463 | 10.30 |
Estimation Period:
Aug 19, 1992 to Feb 6, 2026
Aug 19, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities