Medcap AB MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.40% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0342 | 10.76 | |
| 0.7883 | 78.79 | |
| 0.0944 | 12.05 | |
| 0.0416 | 1.04 | |
| 0.0076 | 1.61 | |
| 0.9866 | 107.70 |
Estimation Period:
Jun 23, 2004 to Jan 30, 2026
Jun 23, 2004 to Jan 30, 2026
News Impact Curve
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