Modern Times Group MTG AB Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:57.85% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6039 | 4.55 | |
| 0.0902 | 4.65 | |
| 0.8273 | 23.92 | |
| -0.2702 | -4.49 | |
| 0.4036 | 4.82 | |
| -0.2227 | -5.39 | |
| 0.2098 | 5.85 | |
| -0.2485 | -4.59 | |
| 0.2008 | 2.06 |
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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