Electrolux AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.39% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0969 | 10.60 | |
| 0.0294 | 11.99 | |
| 0.9471 | 456.23 | |
| 0.0309 | 5.85 |
Estimation Period:
Mar 15, 1990 to Feb 6, 2026
Mar 15, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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