Alligo AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.70% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2881 | 3.71 | |
| 0.0280 | 3.41 | |
| 0.9098 | 58.09 | |
| 0.0750 | 4.63 |
Estimation Period:
Sep 5, 2017 to Feb 6, 2026
Sep 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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