Studsvik AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.09% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6101 | 19.07 | |
| 0.1605 | 12.40 | |
| 0.6477 | 41.96 | |
| -0.0578 | -3.44 |
Estimation Period:
May 4, 2001 to Feb 6, 2026
May 4, 2001 to Feb 6, 2026
News Impact Curve
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