Lydia Holding AS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.37% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7498 | 21.84 | |
| 0.1685 | 25.35 | |
| 0.8159 | 185.61 | |
| -0.0265 | -2.64 |
Estimation Period:
Feb 16, 1994 to Feb 6, 2026
Feb 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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