Grangex AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:105.88% (+10.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5101 | 4.74 | |
| 0.1490 | 3.22 | |
| 0.8356 | 42.60 | |
| -0.1163 | -1.60 |
Estimation Period:
Jan 29, 2025 to Feb 13, 2026
Jan 29, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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