SSAB AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.28% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1422 | 16.37 | |
| 0.0428 | 20.95 | |
| 0.9063 | 326.01 | |
| 0.0579 | 9.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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