Industrivarden AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.01% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0619 | 20.20 | |
| 0.8042 | 104.87 | |
| 0.0752 | 17.03 | |
| 0.0152 | 4.29 | |
| 0.0413 | 4.94 | |
| 0.9533 | 99.85 |
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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