Prosafe Se GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:168.92% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2531 | 2.93 | |
| 0.0251 | 4.73 | |
| 0.9537 | 344.28 | |
| 0.0242 | 1.63 |
Estimation Period:
Dec 27, 2006 to Feb 13, 2026
Dec 27, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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