Nimbus Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.45% (-11.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9788 | 9.69 | |
| 0.1468 | 3.21 | |
| 0.4188 | 7.97 | |
| -0.0643 | -1.12 |
Estimation Period:
Feb 12, 2021 to Feb 6, 2026
Feb 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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