SKF AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:104.93% (-12.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1463 | 5.09 | |
| 0.0972 | 4.75 | |
| 0.7927 | 78.96 | |
| 0.2203 | 3.24 |
Estimation Period:
Mar 7, 2025 to Feb 13, 2026
Mar 7, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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