Prevas AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.16% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1608 | 18.45 | |
| 0.4252 | 18.20 | |
| 0.0092 | 0.72 | |
| 0.4573 | 0.70 | |
| 0.1007 | 0.85 | |
| 0.8474 | 4.54 |
Estimation Period:
Jun 1, 1998 to Feb 6, 2026
Jun 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities