L E Lundbergforetagen AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.95% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 17.03 | |
| 0.0369 | 16.92 | |
| 0.9148 | 448.88 | |
| 0.0752 | 14.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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