Catella AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.15% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 7.67 | |
| 0.0057 | 6.80 | |
| 0.9828 | 998.75 | |
| 0.0154 | 8.10 |
Estimation Period:
Dec 4, 1992 to Feb 6, 2026
Dec 4, 1992 to Feb 6, 2026
News Impact Curve
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