Modern Times Group Mtg Ab GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.29% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8398 | 3.43 | |
| 0.0581 | 20.68 | |
| 0.9810 | 170.32 | |
| 3.4599 | 9.59 |
Estimation Period:
Jun 28, 2006 to Feb 6, 2026
Jun 28, 2006 to Feb 6, 2026
Other Modern Times Group Mtg Ab Analyses
Other GAS-GARCH Student T Analyses on International Equities