Fagerhult Group AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.32% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9474 | 28.75 | |
| 0.1841 | 31.63 | |
| 0.6219 | 64.40 | |
| 0.0090 | 0.21 |
Estimation Period:
May 13, 1997 to Feb 6, 2026
May 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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