Industrivarden AB MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.48% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0487 | 13.05 | |
| 0.8108 | 93.92 | |
| 0.0707 | 15.19 | |
| 0.0280 | 3.00 | |
| 0.0720 | 3.42 | |
| 0.9186 | 38.43 |
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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