Fagerhult Group AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.98% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1884 | 27.57 | |
| 0.4579 | 31.22 | |
| 0.0024 | 0.23 | |
| 0.0087 | 0.77 | |
| 0.0088 | 2.29 | |
| 0.9893 | 169.90 |
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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