Modern Times Group MTG AB MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.79% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0448 | 7.26 | |
| 0.7849 | 35.75 | |
| 0.0810 | 8.65 | |
| 0.1054 | 1.52 | |
| 0.0386 | 1.75 | |
| 0.9530 | 37.35 |
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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