FM Mattsson AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.01% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3408 | 10.03 | |
| 0.0640 | 12.99 | |
| 0.8758 | 99.18 |
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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