Industrivarden Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.18% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 11.08 | |
| 0.0315 | 6.74 | |
| 0.8990 | 161.80 | |
| 0.0652 | 5.80 |
Estimation Period:
Feb 12, 2015 to Feb 6, 2026
Feb 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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