TF Bank AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.19% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1380 | 11.53 | |
| 0.0717 | 12.26 | |
| 0.8933 | 165.40 | |
| 0.0249 | 1.69 |
Estimation Period:
Jun 14, 2016 to Feb 6, 2026
Jun 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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