INVISIO AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.57% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1655 | 13.14 | |
| 0.0607 | 13.71 | |
| 0.9141 | 283.88 | |
| 0.0149 | 1.46 |
Estimation Period:
Jun 17, 2004 to Feb 6, 2026
Jun 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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