Acast AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.81% (+5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3926 | 5.35 | |
| 0.0350 | 4.06 | |
| 0.9211 | 114.42 | |
| 0.0186 | 0.82 |
Estimation Period:
Jun 21, 2021 to Feb 6, 2026
Jun 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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