Hennes & Mauritz Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.59% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1704 | 14.58 | |
| 0.0685 | 2.88 | |
| 0.0000 | 0.00 | |
| -0.0602 | -2.18 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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