Case Group Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.18% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6765 | 9.61 | |
| 0.1642 | 6.41 | |
| 0.5051 | 12.88 | |
| 0.1084 | 2.04 |
Estimation Period:
Jan 17, 2022 to Feb 6, 2026
Jan 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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