Svolder Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.19% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1443 | 20.60 | |
| 0.0556 | 16.47 | |
| 0.8541 | 216.56 | |
| 0.1137 | 9.76 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities