Sagax AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.27% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1770 | 14.67 | |
| 0.0412 | 11.10 | |
| 0.8867 | 152.30 | |
| 0.0631 | 6.45 |
Estimation Period:
Apr 8, 2013 to Feb 13, 2026
Apr 8, 2013 to Feb 13, 2026
News Impact Curve
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