Pandox AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.22% (+5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 8.18 | |
| 0.0091 | 4.28 | |
| 0.9338 | 354.37 | |
| 0.0877 | 10.21 |
Estimation Period:
Jun 19, 2015 to Feb 6, 2026
Jun 19, 2015 to Feb 6, 2026
News Impact Curve
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