Catena AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.82% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1121 | 19.08 | |
| 0.1408 | 16.18 | |
| 0.8358 | 193.83 | |
| 0.0072 | 0.48 |
Estimation Period:
Apr 26, 2006 to Feb 13, 2026
Apr 26, 2006 to Feb 13, 2026
News Impact Curve
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