Swedbank AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.49% (+27.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1994 | 5.97 | |
| 0.1336 | 3.21 | |
| 0.7858 | 46.17 | |
| 0.0629 | 1.11 |
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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