Nederman Holding AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.37% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2033 | 15.19 | |
| 0.0401 | 13.54 | |
| 0.9045 | 238.47 | |
| 0.0495 | 6.44 |
Estimation Period:
May 17, 2007 to Feb 6, 2026
May 17, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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