Intrum Justitia Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.55% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 8.87 | |
| 0.0268 | 12.94 | |
| 0.9450 | 426.42 | |
| 0.0466 | 8.43 |
Estimation Period:
Jul 21, 2009 to Feb 13, 2026
Jul 21, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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