Modern Times Group Mtg Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.58% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6457 | 4.57 | |
| 0.1657 | 4.99 | |
| 0.6163 | 9.62 | |
| -0.0661 | -1.13 | |
| 0.0398 | 0.42 | |
| 0.1080 | 1.76 | |
| -0.1590 | -3.48 | |
| 0.0879 | 1.51 |
Estimation Period:
Jun 28, 2006 to Feb 6, 2026
Jun 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Modern Times Group Mtg Ab Analyses
Other Spline-GARCH Analyses on International Equities