Duroc AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.23% (+4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1979 | 10.32 | |
| 0.0212 | 11.27 | |
| 0.9438 | 367.80 | |
| 0.0346 | 4.53 |
Estimation Period:
Oct 24, 1996 to Feb 6, 2026
Oct 24, 1996 to Feb 6, 2026
News Impact Curve
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