NGS Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:93.75% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 12.44 | |
| 0.0575 | 15.73 | |
| 0.9443 | 582.52 | |
| -0.0086 | -1.57 |
Estimation Period:
Mar 25, 2002 to Dec 30, 2025
Mar 25, 2002 to Dec 30, 2025
News Impact Curve
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