Avanza Bank Holding AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.98% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2955 | 19.72 | |
| 0.0722 | 15.11 | |
| 0.8612 | 179.01 | |
| 0.0290 | 3.50 |
Estimation Period:
Nov 26, 1992 to Feb 13, 2026
Nov 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avanza Bank Holding AB Analyses
Other GJR-GARCH Analyses on International Equities