Modern Times Group Mtg Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.89% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1307 | 13.15 | |
| 0.5280 | 25.57 | |
| 0.1141 | 6.78 | |
| 0.0623 | 0.78 | |
| 0.0172 | 0.92 | |
| 0.9742 | 31.59 |
Estimation Period:
Jun 28, 2006 to Jan 30, 2026
Jun 28, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Modern Times Group Mtg Ab Analyses
Other MF2-GARCH Analyses on International Equities