Lydia Holding AS MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.76% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2112 | 38.82 | |
| 0.6909 | 79.36 | |
| -0.0504 | -7.20 | |
| 0.0165 | 3.99 | |
| 0.0089 | 5.32 | |
| 0.9902 | 545.86 |
Estimation Period:
Feb 16, 1994 to Feb 6, 2026
Feb 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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