FM Mattsson AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.96% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3430 | 10.06 | |
| 0.0647 | 8.11 | |
| 0.8752 | 98.98 | |
| -0.0012 | -0.08 |
Estimation Period:
Apr 10, 2017 to Feb 6, 2026
Apr 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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