Assa Abloy Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.02% (+3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1420 | 18.46 | |
| 0.0468 | 8.53 | |
| 0.8696 | 198.63 | |
| 0.0944 | 9.22 |
Estimation Period:
Nov 19, 2004 to Feb 13, 2026
Nov 19, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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