NP3 Fastigheter AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.12% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 11.75 | |
| 0.0492 | 10.93 | |
| 0.9251 | 284.91 | |
| 0.0214 | 2.06 |
Estimation Period:
Dec 4, 2014 to Jan 30, 2026
Dec 4, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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