Holmen AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.64% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1011 | 15.93 | |
| 0.0596 | 16.72 | |
| 0.8837 | 231.77 | |
| 0.0667 | 10.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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