Af Gruppen Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.07% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1409 | 14.09 | |
| 0.1246 | 15.09 | |
| 0.8507 | 127.83 | |
| -0.0272 | -2.16 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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