Duroc AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.22% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1816 | 9.76 | |
| 0.0190 | 11.10 | |
| 0.9476 | 401.01 | |
| 0.0341 | 4.69 |
Estimation Period:
Oct 24, 1996 to Jan 30, 2026
Oct 24, 1996 to Jan 30, 2026
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