Atlas Copco AB (Publ) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.44% (+3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0159 | 7.41 | |
| 0.2023 | 3.68 | |
| 0.6038 | 12.49 | |
| 0.3878 | 4.29 |
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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