Scandinavian Tobacco Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.76% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4923 | 26.81 | |
| 0.5980 | 10.76 | |
| 0.1156 | 5.74 | |
| -0.3129 | -4.81 |
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Feb 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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