Traction AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.81% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0925 | 19.68 | |
| 0.7639 | 75.55 | |
| 0.0497 | 6.57 | |
| 0.0025 | 1.62 | |
| 0.0116 | 5.28 | |
| 0.9877 | 407.96 |
Estimation Period:
Jul 3, 1997 to Feb 6, 2026
Jul 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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