Rottneros AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.16% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 11.65 | |
| 0.0349 | 14.83 | |
| 0.9584 | 566.09 | |
| 0.0036 | 0.83 |
Estimation Period:
Oct 3, 1991 to Feb 6, 2026
Oct 3, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities