Momentum Group Ab Publ MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.77% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0276 | 4.52 | |
| 0.9833 | 125.89 | |
| -0.0276 | -6.92 | |
| 1.5094 | 0.07 | |
| 0.3471 | 0.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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