NP3 Fastigheter GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.52% (+5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1636 | 10.54 | |
| 0.0182 | 3.88 | |
| 0.9270 | 160.72 | |
| 0.0636 | 7.56 |
Estimation Period:
Apr 24, 2019 to Feb 6, 2026
Apr 24, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NP3 Fastigheter Analyses
Other GJR-GARCH Analyses on International Equities