Saab AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.01% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1073 | 15.92 | |
| 0.6901 | 43.49 | |
| 0.0277 | 3.28 | |
| 0.1281 | 1.21 | |
| 0.1569 | 1.83 | |
| 0.8180 | 7.51 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
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