NP3 Fastigheter AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.94% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0619 | 10.57 | |
| 0.7502 | 34.42 | |
| 0.0604 | 5.28 | |
| 0.0120 | 1.26 | |
| 0.0236 | 2.35 | |
| 0.9737 | 89.22 |
Estimation Period:
Dec 4, 2014 to Feb 6, 2026
Dec 4, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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