Assa Abloy AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.34% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6996 | 4.18 | |
| 0.0000 | 0.00 | |
| 0.7083 | 17.18 | |
| 0.1324 | 1.61 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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