Volvo AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.97% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 15.88 | |
| 0.0384 | 17.97 | |
| 0.9024 | 324.72 | |
| 0.0606 | 9.86 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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