Sandvik AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.15% (+40.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3766 | 5.65 | |
| 0.0844 | 4.75 | |
| 0.6951 | 32.21 | |
| 0.3775 | 5.10 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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