Rusta AB Publ GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.07% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7906 | 28.27 | |
| 0.6351 | 4.15 | |
| 0.0055 | 0.93 | |
| -0.5669 | -3.59 |
Estimation Period:
Oct 19, 2023 to Feb 6, 2026
Oct 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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