Holmen AB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.11% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0810 | 13.70 | |
| 0.6508 | 43.70 | |
| 0.1354 | 15.09 | |
| 0.0601 | 2.21 | |
| 0.0719 | 2.59 | |
| 0.9111 | 27.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities