Industrivarden AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.86% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 23.17 | |
| 0.0529 | 17.26 | |
| 0.9179 | 477.30 | |
| 0.0367 | 6.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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