Modern Times Group MTG AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.01% (+5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.8377 | 3.37 | |
| 0.0427 | 37.77 | |
| 0.9901 | 332.04 | |
| 2.7369 | 28.58 |
Estimation Period:
Sep 18, 1997 to Feb 6, 2026
Sep 18, 1997 to Feb 6, 2026
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