Assa Abloy AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.81% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 9.07 | |
| 0.0173 | 11.86 | |
| 0.9610 | 660.51 | |
| 0.0380 | 12.17 |
Estimation Period:
Nov 8, 1994 to Feb 13, 2026
Nov 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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