Thunderful Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.35% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.63 | |
| 0.0454 | 2.21 | |
| 0.7939 | 25.38 | |
| -0.0272 | -1.26 |
Estimation Period:
Dec 14, 2020 to Feb 13, 2026
Dec 14, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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