Orexo Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.62% (-4.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4651 | 8.22 | |
| 0.2005 | 5.90 | |
| 0.7401 | 28.61 | |
| -0.2005 | -5.99 |
Estimation Period:
Nov 5, 2018 to Feb 6, 2026
Nov 5, 2018 to Feb 6, 2026
News Impact Curve
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