Ortivus AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:114.38% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1735 | 12.46 | |
| 0.0551 | 16.36 | |
| 0.9275 | 294.83 | |
| 0.0215 | 2.95 |
Estimation Period:
Oct 27, 1995 to Feb 6, 2026
Oct 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities