TF Bank AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.07% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0755 | 9.79 | |
| 0.7337 | 40.71 | |
| 0.0651 | 4.87 | |
| 0.6030 | 0.26 | |
| 0.7084 | 0.26 | |
| 0.1986 | 0.07 |
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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