Idun Handel & Industri AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.11% (+4.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4888 | 7.31 | |
| 0.0428 | 4.30 | |
| 0.8773 | 53.53 | |
| 0.0492 | 3.07 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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