Klarna Group PLC MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
46.46%
decreased by 24.60%
1 Week
450,664,948,714.67%
increased by 450,664,948,643.61%
1 Month
48,665,375,781,966,390,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 48,665,375,781,966,390,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Saturday, June 13, 2026 at 06:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.8131 | 8,130,840.00 | |
| 0.0007 | 7,480.00 | |
| 0.3723 | 3,723,380.00 | |
| 1.4724 | 65.76 | |
| 0.7930 | 1,865.93 | |
| 0.0000 | 0.01 |
Estimation Period:
Oct 1, 2025 to Jun 12, 2026
Oct 1, 2025 to Jun 12, 2026
Other Klarna Group PLC Analyses
Other MF2-GARCH Analyses on International Equities