Svenska Handelsbanken GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.94% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 6.54 | |
| 0.0000 | 0.00 | |
| 0.9827 | 615.31 | |
| 0.0243 | 12.10 |
Estimation Period:
Aug 20, 2001 to Feb 6, 2026
Aug 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Svenska Handelsbanken Analyses
Other GJR-GARCH Analyses on International Equities