Intrum AB MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.20% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0889 | 10.58 | |
| 0.4769 | 12.46 | |
| 0.1416 | 9.93 | |
| 0.0178 | 0.66 | |
| 0.0178 | 1.73 | |
| 0.9798 | 69.28 |
Estimation Period:
Jun 7, 2002 to Feb 6, 2026
Jun 7, 2002 to Feb 6, 2026
News Impact Curve
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