SKF AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.76% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 18.20 | |
| 0.0373 | 18.04 | |
| 0.9222 | 477.35 | |
| 0.0477 | 9.88 |
Estimation Period:
Mar 20, 1990 to Feb 6, 2026
Mar 20, 1990 to Feb 6, 2026
News Impact Curve
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