Novaturas Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.55% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8978 | 11.76 | |
| 0.4667 | 11.39 | |
| 0.4372 | 20.40 | |
| -0.0815 | -1.31 |
Estimation Period:
Mar 21, 2018 to Feb 6, 2026
Mar 21, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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