Holmen AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.59% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 9.48 | |
| 0.0350 | 16.52 | |
| 0.9561 | 449.30 | |
| 0.0112 | 2.68 |
Estimation Period:
Feb 22, 1990 to Feb 6, 2026
Feb 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities