BTS Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.92% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 7.17 | |
| 0.0033 | 3.78 | |
| 0.9864 | 1,079.19 | |
| 0.0145 | 8.97 |
Estimation Period:
Jun 6, 2001 to Feb 6, 2026
Jun 6, 2001 to Feb 6, 2026
News Impact Curve
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