Dios Fastigheter AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.89% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 17.07 | |
| 0.0463 | 13.28 | |
| 0.9228 | 388.06 | |
| 0.0336 | 4.75 |
Estimation Period:
May 22, 2006 to Feb 6, 2026
May 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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