Peab AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.12% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1280 | 19.38 | |
| 0.0571 | 14.71 | |
| 0.8897 | 261.45 | |
| 0.0593 | 8.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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