Nordea Bank Abp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.87% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0800 | 20.05 | |
| 0.0379 | 16.48 | |
| 0.8941 | 379.83 | |
| 0.0957 | 15.19 |
Estimation Period:
Jan 31, 2000 to Feb 6, 2026
Jan 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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