Modern Times Group MTG AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.05% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0349 | 10.64 | |
| 0.7454 | 48.63 | |
| 0.1183 | 12.50 | |
| 0.1032 | 0.87 | |
| 0.0419 | 0.83 | |
| 0.9425 | 13.42 |
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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