Nordea Bank Abp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.53% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 20.34 | |
| 0.0376 | 16.61 | |
| 0.9022 | 400.26 | |
| 0.0789 | 13.82 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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