Volvo AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.22% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1322 | 8.15 | |
| 0.0753 | 3.96 | |
| 0.8884 | 106.29 | |
| 0.0244 | 0.88 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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