Samhallsbygg I Nor GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
72.15%
decreased by 1.31%
1 Week
75.57%
increased by 2.11%
1 Month
84.75%
increased by 11.29%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0797 | 3.72 | |
| 0.0000 | 0.00 | |
| 0.8675 | 71.15 | |
| 0.1656 | 6.35 |
Estimation Period:
Feb 3, 2023 to May 15, 2026
Feb 3, 2023 to May 15, 2026
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