Nelly Group AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.14% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1270 | 5.79 | |
| 0.5473 | 15.28 | |
| -0.0846 | -4.09 | |
| 0.2777 | 0.24 | |
| 0.0221 | 0.31 | |
| 0.9541 | 5.85 |
Estimation Period:
Dec 15, 2010 to Feb 6, 2026
Dec 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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