Scandinavian Tobacco Group MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.14% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6088 | 15.74 | |
| 0.1069 | 4.84 | |
| -0.3026 | -5.74 | |
| 3.4047 | 0.13 | |
| 0.0000 | 0.00 | |
| 0.0622 | 0.01 |
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Feb 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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