Investment AB Oresund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.13% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1043 | 18.59 | |
| 0.0502 | 18.04 | |
| 0.8885 | 262.41 | |
| 0.0519 | 8.24 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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