Prevas AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.14% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6605 | 17.70 | |
| 0.1028 | 21.46 | |
| 0.8124 | 131.18 | |
| 0.0367 | 3.58 |
Estimation Period:
Jun 1, 1998 to Feb 6, 2026
Jun 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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