Midsona AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.52% (-5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4495 | 23.84 | |
| 0.1254 | 22.59 | |
| 0.8118 | 166.69 | |
| 0.0261 | 2.59 |
Estimation Period:
Jun 15, 1999 to Feb 6, 2026
Jun 15, 1999 to Feb 6, 2026
News Impact Curve
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