Eolus AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.80% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 10.68 | |
| 0.0381 | 12.09 | |
| 0.9520 | 466.21 | |
| -0.0011 | -0.19 |
Estimation Period:
May 28, 2009 to Feb 6, 2026
May 28, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities