Systemair AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.26% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6160 | 17.16 | |
| 0.0900 | 13.63 | |
| 0.7573 | 78.52 | |
| 0.0733 | 5.89 |
Estimation Period:
Oct 12, 2007 to Feb 6, 2026
Oct 12, 2007 to Feb 6, 2026
News Impact Curve
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