Fastned BV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.86% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1605 | 14.02 | |
| 0.8270 | 59.78 | |
| -0.1236 | -11.83 | |
| 1.4618 | 1.31 | |
| 0.3918 | 1.23 | |
| 0.4683 | 1.09 |
Estimation Period:
Jun 21, 2019 to Feb 6, 2026
Jun 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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