Stockwik Forvaltning AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.61% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4533 | 11.72 | |
| 0.1249 | 12.14 | |
| 0.8078 | 91.26 | |
| 0.0265 | 1.67 |
Estimation Period:
Jan 16, 1990 to Feb 6, 2026
Jan 16, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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