PMD Device Solutions AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:130.20% (-7.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2142 | 4.62 | |
| 0.0725 | 7.00 | |
| 0.8778 | 108.90 | |
| 0.0994 | 3.23 |
Estimation Period:
Dec 11, 2020 to Jan 10, 2025
Dec 11, 2020 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
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