Samhallsbygg I Nor GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
70.89%
decreased by 1.26%
1 Week
74.14%
increased by 1.99%
1 Month
83.09%
increased by 10.94%
Analysis last updated: Tuesday, June 23, 2026 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8886 | 3.56 | |
| 0.0000 | 0.00 | |
| 0.8738 | 78.93 | |
| 0.1611 | 6.48 |
Estimation Period:
Feb 3, 2023 to Jun 19, 2026
Feb 3, 2023 to Jun 19, 2026
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