Atlas Copco AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.58% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 11.39 | |
| 0.0108 | 5.15 | |
| 0.9399 | 402.88 | |
| 0.0740 | 15.01 |
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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