Artea bankas AB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.59% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 11.47 | |
| 0.0565 | 9.94 | |
| 0.9300 | 306.94 | |
| 0.0056 | 0.57 |
Estimation Period:
Apr 2, 1998 to Feb 6, 2026
Apr 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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