Nobia AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:80.96% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 8.46 | |
| 0.0207 | 10.97 | |
| 0.9654 | 486.09 | |
| 0.0176 | 7.08 |
Estimation Period:
Jun 19, 2002 to Jan 30, 2026
Jun 19, 2002 to Jan 30, 2026
News Impact Curve
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