Investor AB MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.83% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0053 | 3.22 | |
| 0.8570 | 176.74 | |
| 0.1347 | 26.86 | |
| 0.0198 | 2.35 | |
| 0.0477 | 3.21 | |
| 0.9451 | 53.05 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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