Nolato AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.66% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2025 | 23.94 | |
| 0.0691 | 18.90 | |
| 0.8756 | 307.11 | |
| 0.0544 | 7.86 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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