Invisio AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.37% (+23.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2173 | 6.47 | |
| 0.0508 | 8.24 | |
| 0.9358 | 131.00 | |
| -0.0254 | -2.98 |
Estimation Period:
Feb 6, 2019 to Feb 13, 2026
Feb 6, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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