Scandinavian Real GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:89.62% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2142 | 3.60 | |
| 0.1875 | 4.48 | |
| 0.8751 | 63.62 | |
| -0.1875 | -4.55 |
Estimation Period:
May 11, 2021 to Feb 6, 2026
May 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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