Modern Times Group Mtg Ab APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.96% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2258 | 10.36 | |
| 0.1198 | 13.08 | |
| 0.8264 | 66.77 | |
| 0.2379 | 5.93 | |
| 0.9879 | 16.45 |
Estimation Period:
Jun 28, 2006 to Feb 6, 2026
Jun 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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