Hennes & Mauritz AB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.39% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0057 | 4.15 | |
| 0.9889 | 561.21 | |
| 0.0076 | 4.85 | |
| 3.3154 | 0.04 | |
| 0.2486 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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