ITAB Shop Concept AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:75.23% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 9.91 | |
| 0.0257 | 9.25 | |
| 0.9528 | 395.86 | |
| 0.0318 | 4.60 |
Estimation Period:
May 31, 2004 to Feb 13, 2026
May 31, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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