Camurus AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.25% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5324 | 6.08 | |
| 0.0098 | 2.62 | |
| 0.8854 | 65.69 | |
| 0.0609 | 5.99 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
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