TF Bank AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.18% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1338 | 11.42 | |
| 0.0820 | 18.10 | |
| 0.8950 | 161.46 |
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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