Modern Times Group Mtg Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.31% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6511 | 4.58 | |
| 0.1682 | 4.98 | |
| 0.6171 | 9.75 | |
| -0.0632 | -1.08 | |
| 0.0346 | 0.37 | |
| 0.1139 | 1.89 | |
| -0.1701 | -4.29 | |
| 0.1167 | 4.29 |
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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