Abbisko Cayman Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.99% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5610 | 5.63 | |
| 0.0755 | 7.24 | |
| 0.8921 | 73.91 | |
| -0.0189 | -1.16 |
Estimation Period:
Oct 15, 2021 to Feb 6, 2026
Oct 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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