Fortinova Fastigheter AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.88% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 4.82 | |
| 0.0481 | 7.60 | |
| 0.9222 | 271.23 | |
| 0.0508 | 3.02 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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