Modern Times Group Mtg Ab GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.90% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3482 | 16.51 | |
| 0.2200 | 17.17 | |
| 0.6038 | 39.17 |
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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