Wallenstam AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.28% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 16.46 | |
| 0.0543 | 21.71 | |
| 0.9250 | 495.17 | |
| 0.0304 | 6.89 |
Estimation Period:
Aug 12, 1991 to Feb 6, 2026
Aug 12, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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