Samhallsbygg I Nor MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
43.82%
decreased by 1.40%
1 Week
45.27%
increased by 0.05%
1 Month
44.04%
decreased by 1.18%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0054 | 2.80 | |
| 0.0000 | 0.00 | |
| 0.2753 | 2.00 | |
| 0.0000 | 0.00 | |
| 0.1018 | 1.11 | |
| 0.8815 | 7.42 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
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