Prevas AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.81% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6618 | 17.69 | |
| 0.1030 | 21.45 | |
| 0.8121 | 130.79 | |
| 0.0369 | 3.60 |
Estimation Period:
Jun 1, 1998 to Jan 30, 2026
Jun 1, 1998 to Jan 30, 2026
News Impact Curve
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