Svenska Handelsbanken GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.14% (-14.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8977 | 4.45 | |
| 0.1158 | 4.99 | |
| 0.6793 | 27.10 | |
| 0.3600 | 4.44 |
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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