Fluegger A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.60% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0875 | 17.69 | |
| 0.0904 | 15.63 | |
| 0.8858 | 239.34 | |
| 0.0152 | 1.58 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities