Erria A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.30% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4926 | 16.34 | |
| 0.1245 | 8.89 | |
| 0.7856 | 117.03 | |
| 0.1230 | 3.77 |
Estimation Period:
Nov 8, 2007 to Feb 6, 2026
Nov 8, 2007 to Feb 6, 2026
News Impact Curve
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