Roko AB (Publ) GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.84% (-3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7283 | 13.45 | |
| 0.6204 | 5.04 | |
| 0.0861 | 2.07 | |
| -0.6068 | -4.81 |
Estimation Period:
Mar 11, 2025 to Feb 6, 2026
Mar 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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