Agat Ejendomme A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.85% (-7.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1759 | 17.98 | |
| 0.6486 | 67.21 | |
| 0.0817 | 6.65 | |
| 0.0492 | 2.47 | |
| 0.0243 | 4.34 | |
| 0.9693 | 139.02 |
Estimation Period:
Oct 7, 1991 to Jan 30, 2026
Oct 7, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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