FM Mattsson AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.99% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5470 | 15.23 | |
| 0.1351 | 13.60 | |
| 0.7493 | 73.10 | |
| 0.0562 | 2.12 |
Estimation Period:
Apr 12, 2017 to Feb 6, 2026
Apr 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FM Mattsson AB Analyses
Other GJR-GARCH Analyses on International Equities