Scandinavian Tobacco Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.17% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1018 | 12.92 | |
| 0.0941 | 6.31 | |
| 0.6073 | 25.97 | |
| 0.0196 | 0.85 |
Estimation Period:
Feb 11, 2016 to Feb 6, 2026
Feb 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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