Atlas Copco AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.11% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 11.86 | |
| 0.0071 | 4.34 | |
| 0.9515 | 566.34 | |
| 0.0660 | 17.21 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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