Holmen AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.16% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 2.72 | |
| 0.1560 | 3.98 | |
| 0.8578 | 41.59 | |
| -0.1560 | -4.47 |
Estimation Period:
Mar 7, 2025 to Feb 13, 2026
Mar 7, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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