Ratos AB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.64% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2305 | 20.75 | |
| 0.0651 | 18.82 | |
| 0.8549 | 210.88 | |
| 0.0672 | 8.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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