ALK-Abello A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.29% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3422 | 29.21 | |
| 0.1590 | 16.60 | |
| 0.7473 | 108.29 | |
| 0.0608 | 4.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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