Note Ab (Publ) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.06% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6016 | 7.38 | |
| 0.1056 | 6.98 | |
| 0.8360 | 51.19 | |
| -0.0528 | -2.76 |
Estimation Period:
Jan 10, 2022 to Feb 13, 2026
Jan 10, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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