Ratos AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.07% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5107 | 4.65 | |
| 0.0382 | 2.34 | |
| 0.8276 | 30.71 | |
| 0.0992 | 3.24 |
Estimation Period:
Oct 16, 2023 to Feb 6, 2026
Oct 16, 2023 to Feb 6, 2026
News Impact Curve
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