Modern Times Group MTG AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.85% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3015 | 13.71 | |
| 0.0307 | 12.24 | |
| 0.8823 | 174.23 | |
| 0.0931 | 9.29 |
Estimation Period:
Sep 18, 1997 to Feb 13, 2026
Sep 18, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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