Catella AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.68% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4981 | 13.74 | |
| 0.0652 | 15.15 | |
| 0.9030 | 286.65 | |
| 0.0301 | 3.29 |
Estimation Period:
Dec 4, 1992 to Feb 6, 2026
Dec 4, 1992 to Feb 6, 2026
News Impact Curve
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