Autoliv Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.44% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 8.38 | |
| 0.0103 | 6.45 | |
| 0.9600 | 670.83 | |
| 0.0429 | 11.21 |
Estimation Period:
Apr 28, 1997 to Feb 13, 2026
Apr 28, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities