Avensia Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.11% (-5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3489 | 16.03 | |
| 0.2468 | 7.17 | |
| 0.3018 | 7.78 | |
| -0.0660 | -1.20 |
Estimation Period:
Aug 6, 2020 to Feb 13, 2026
Aug 6, 2020 to Feb 13, 2026
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