NCC AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.34% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1028 | 14.68 | |
| 0.0383 | 14.11 | |
| 0.9365 | 444.91 | |
| 0.0160 | 2.82 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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