FM Mattsson AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.74% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 5.35 | |
| 0.0770 | 7.68 | |
| 0.9832 | 264.45 | |
| -0.0060 | -0.87 |
Estimation Period:
Apr 10, 2017 to Feb 6, 2026
Apr 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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