Hufvudstaden AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.13% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1025 | 18.80 | |
| 0.7615 | 104.47 | |
| 0.0665 | 9.71 | |
| 0.0117 | 5.65 | |
| 0.0365 | 6.82 | |
| 0.9600 | 162.52 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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