Medcap AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.67% (+7.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4568 | 14.09 | |
| 0.0315 | 11.39 | |
| 0.8706 | 163.77 | |
| 0.0913 | 10.14 |
Estimation Period:
Jun 23, 2004 to Feb 6, 2026
Jun 23, 2004 to Feb 6, 2026
News Impact Curve
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