Hennes & Mauritz AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.57% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 6.44 | |
| 0.0113 | 10.52 | |
| 0.9782 | 867.95 | |
| 0.0136 | 4.91 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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