OEM International AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.83% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1744 | 20.07 | |
| 0.0588 | 18.22 | |
| 0.8892 | 271.92 | |
| 0.0428 | 5.58 |
Estimation Period:
Feb 16, 1990 to Feb 6, 2026
Feb 16, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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