AL Sydbank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.04% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 17.32 | |
| 0.0655 | 16.73 | |
| 0.9248 | 407.06 | |
| 0.0193 | 3.38 |
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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