Investor AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.37% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 20.32 | |
| 0.0246 | 16.27 | |
| 0.9205 | 506.89 | |
| 0.0847 | 19.75 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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