Bavarian Nordic As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.87% (-6.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 23.08 | |
| 0.4035 | 10.29 | |
| 0.3136 | 15.00 | |
| -0.2322 | -4.70 |
Estimation Period:
Sep 8, 2009 to Feb 13, 2026
Sep 8, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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