Swedbank AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.31% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 16.81 | |
| 0.0498 | 15.54 | |
| 0.9058 | 288.55 | |
| 0.0502 | 8.85 |
Estimation Period:
Jun 9, 1995 to Feb 6, 2026
Jun 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities