Holmen AB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.55% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1069 | 20.03 | |
| 0.6739 | 46.82 | |
| 0.0380 | 4.53 | |
| 0.0127 | 1.26 | |
| 0.0284 | 3.15 | |
| 0.9695 | 89.02 |
Estimation Period:
Feb 22, 1990 to Feb 6, 2026
Feb 22, 1990 to Feb 6, 2026
News Impact Curve
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