TF Bank AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.63% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2157 | 15.71 | |
| 0.1120 | 22.43 | |
| 0.8517 | 147.59 | |
| -0.0550 | -0.65 |
Estimation Period:
Jun 14, 2016 to Feb 6, 2026
Jun 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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