Gapwaves AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.24% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3641 | 5.11 | |
| 0.0828 | 7.23 | |
| 0.8873 | 106.66 | |
| 0.0338 | 1.55 |
Estimation Period:
Aug 19, 2020 to Feb 13, 2026
Aug 19, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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