Volvo AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.08% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1136 | 16.14 | |
| 0.0372 | 18.84 | |
| 0.9067 | 354.47 | |
| 0.0622 | 11.09 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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