Clas Ohlson AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.96% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9659 | 24.25 | |
| 0.1475 | 16.01 | |
| 0.6041 | 58.41 | |
| 0.1275 | 5.17 |
Estimation Period:
Oct 5, 1999 to Feb 6, 2026
Oct 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Clas Ohlson AB Analyses
Other GJR-GARCH Analyses on International Equities