Ratos AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.61% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4224 | 18.15 | |
| 0.0848 | 16.14 | |
| 0.8465 | 173.64 | |
| 0.0592 | 5.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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