Investor AB Publ GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.81% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1170 | 11.70 | |
| 0.0359 | 5.29 | |
| 0.8706 | 123.98 | |
| 0.0961 | 6.03 |
Estimation Period:
Dec 30, 2019 to Feb 13, 2026
Dec 30, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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