Oatly Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:130.25% (+18.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.83 | |
| 0.3970 | 8.21 | |
| 0.5878 | 19.72 | |
| -0.3020 | -5.94 |
Estimation Period:
May 20, 2021 to Feb 13, 2026
May 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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