Axfood AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.80% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1107 | 15.81 | |
| 0.0444 | 11.06 | |
| 0.8990 | 204.04 | |
| 0.0371 | 4.35 |
Estimation Period:
Jun 27, 1997 to Feb 13, 2026
Jun 27, 1997 to Feb 13, 2026
News Impact Curve
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