Fabege AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.82% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0691 | 18.92 | |
| 0.7957 | 130.66 | |
| 0.0754 | 12.52 | |
| 0.0177 | 4.22 | |
| 0.0240 | 6.55 | |
| 0.9706 | 214.98 |
Estimation Period:
Aug 19, 1992 to Feb 6, 2026
Aug 19, 1992 to Feb 6, 2026
News Impact Curve
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