Tele2 AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.12% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2177 | 24.38 | |
| 0.0637 | 14.72 | |
| 0.8684 | 245.93 | |
| 0.0717 | 7.48 |
Estimation Period:
May 14, 1996 to Feb 13, 2026
May 14, 1996 to Feb 13, 2026
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