Skandinaviska Enskilda Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.29% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 8.55 | |
| 0.0393 | 4.82 | |
| 0.8910 | 99.62 | |
| 0.0714 | 4.37 |
Estimation Period:
Jan 1, 2020 to Feb 6, 2026
Jan 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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