VBG Group AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.46% (+5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1334 | 14.01 | |
| 0.0485 | 13.04 | |
| 0.9208 | 295.40 | |
| 0.0216 | 2.90 |
Estimation Period:
Jan 23, 1990 to Feb 6, 2026
Jan 23, 1990 to Feb 6, 2026
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