Prisma Properties AB (Publ) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.90% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 2.78 | |
| 0.0256 | 2.25 | |
| 0.8930 | 73.37 | |
| 0.1090 | 3.68 |
Estimation Period:
Jun 18, 2024 to Feb 6, 2026
Jun 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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