Intrum AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.43% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 9.96 | |
| 0.0208 | 11.03 | |
| 0.9544 | 576.36 | |
| 0.0350 | 8.11 |
Estimation Period:
Jun 7, 2002 to Feb 13, 2026
Jun 7, 2002 to Feb 13, 2026
News Impact Curve
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