VBG Group AB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.32% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1109 | 19.55 | |
| 0.7032 | 45.34 | |
| 0.0055 | 0.66 | |
| 0.1518 | 1.82 | |
| 0.0312 | 2.20 | |
| 0.9410 | 32.88 |
Estimation Period:
Jan 23, 1990 to Feb 6, 2026
Jan 23, 1990 to Feb 6, 2026
News Impact Curve
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