Hufvudstaden AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.16% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 21.64 | |
| 0.0643 | 16.80 | |
| 0.8930 | 386.92 | |
| 0.0654 | 9.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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