Bulten AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.71% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5228 | 11.46 | |
| 0.0253 | 7.03 | |
| 0.8421 | 90.72 | |
| 0.0691 | 7.00 |
Estimation Period:
May 20, 2011 to Feb 6, 2026
May 20, 2011 to Feb 6, 2026
News Impact Curve
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