Fagerhult Group AB GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.93% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9085 | 28.36 | |
| 0.1799 | 31.30 | |
| 0.6341 | 66.51 |
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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