Acast AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.20% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2330 | 5.49 | |
| 0.0395 | 6.45 | |
| 0.9176 | 132.41 | |
| 0.0441 | 2.62 |
Estimation Period:
Jun 17, 2021 to Feb 6, 2026
Jun 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities