Nelly Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.20% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8463 | 13.60 | |
| 0.1288 | 8.26 | |
| 0.6498 | 30.57 | |
| -0.0523 | -2.60 |
Estimation Period:
Dec 15, 2010 to Feb 6, 2026
Dec 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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