Ncab Group Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.66% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 5.16 | |
| 0.0135 | 4.11 | |
| 0.9835 | 529.91 | |
| -0.0006 | -0.15 |
Estimation Period:
Jun 5, 2018 to Feb 6, 2026
Jun 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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