SJF Bank A/S AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.69% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2374 | 16.41 | |
| 0.0663 | 3.27 | |
| 0.0000 | 0.00 | |
| 0.7136 | 2.53 |
Estimation Period:
Apr 14, 2025 to Feb 13, 2026
Apr 14, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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