FM Mattsson AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.15% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1199 | 14.64 | |
| 0.6623 | 30.12 | |
| -0.0325 | -1.88 | |
| 0.0409 | 0.42 | |
| 0.0196 | 1.28 | |
| 0.9744 | 32.81 |
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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