NGS Group AB MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:85.11% (+10.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1257 | 17.83 | |
| 0.7653 | 84.18 | |
| -0.0340 | -3.52 | |
| 0.0942 | 2.26 | |
| 0.0710 | 3.68 | |
| 0.9203 | 43.17 |
Estimation Period:
Mar 25, 2002 to Dec 30, 2025
Mar 25, 2002 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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