Nordea Bank ABP GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.38% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1592 | 8.79 | |
| 0.0955 | 6.30 | |
| 0.8277 | 62.83 | |
| 0.0815 | 3.20 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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