New Wave Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.99% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 12.27 | |
| 0.0274 | 13.26 | |
| 0.9230 | 264.84 | |
| 0.0670 | 9.43 |
Estimation Period:
Dec 11, 1997 to Feb 6, 2026
Dec 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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