Tryg AS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.72% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3375 | 5.26 | |
| 0.0117 | 1.16 | |
| 0.7034 | 18.04 | |
| 0.0948 | 2.98 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
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