Tele2 AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.73% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1678 | 15.15 | |
| 0.0498 | 10.82 | |
| 0.8956 | 253.93 | |
| 0.0324 | 4.14 |
Estimation Period:
May 14, 1996 to Feb 6, 2026
May 14, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities