Fabege AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.24% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 18.74 | |
| 0.0798 | 39.42 | |
| 0.9059 | 393.87 |
Estimation Period:
Aug 19, 1992 to Feb 6, 2026
Aug 19, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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