Modelon Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.70% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5784 | 8.54 | |
| 0.1323 | 9.26 | |
| 0.8324 | 100.73 | |
| 0.0611 | 1.99 |
Estimation Period:
May 3, 2021 to Feb 13, 2026
May 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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