Rejlers AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.94% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2743 | 9.85 | |
| 0.0404 | 9.86 | |
| 0.8791 | 96.04 | |
| 0.0531 | 6.09 |
Estimation Period:
May 8, 2003 to Feb 6, 2026
May 8, 2003 to Feb 6, 2026
News Impact Curve
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