Contextvision Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.83% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2496 | 11.34 | |
| 0.0732 | 13.09 | |
| 0.8970 | 158.52 | |
| 0.0280 | 3.54 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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