Modern Times Group MTG AB EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.69% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 5.60 | |
| 0.0888 | 16.47 | |
| 0.9877 | 530.17 | |
| -0.0446 | -9.19 |
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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