Multiconsult Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.33% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4049 | 11.25 | |
| 0.1141 | 10.82 | |
| 0.7501 | 43.52 | |
| 0.1014 | 4.66 |
Estimation Period:
May 22, 2015 to Feb 13, 2026
May 22, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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