Modern Times Group MTG AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.59% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1712 | 10.67 | |
| 0.0625 | 24.19 | |
| 0.9205 | 264.45 | |
| 1.0019 | 10.18 |
Estimation Period:
Sep 18, 1997 to Feb 6, 2026
Sep 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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