Modern Times Group MTG AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.18% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1466 | 8.92 | |
| 0.0206 | 8.44 | |
| 0.9447 | 333.09 | |
| 0.0480 | 8.19 |
Estimation Period:
Sep 18, 1997 to Jan 30, 2026
Sep 18, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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