Swedbank AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.82% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0705 | 12.72 | |
| 0.7138 | 43.40 | |
| 0.1066 | 12.47 | |
| 0.0377 | 2.53 | |
| 0.0380 | 3.12 | |
| 0.9516 | 63.59 |
Estimation Period:
Jun 9, 1995 to Feb 6, 2026
Jun 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities