AGF A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.43% (+3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5343 | 4.34 | |
| 0.1627 | 9.36 | |
| 0.7546 | 31.58 | |
| -0.0057 | -0.11 | |
| 0.0654 | 0.89 | |
| -0.0880 | -2.18 | |
| 0.0491 | 1.57 | |
| -0.0915 | -2.79 | |
| 0.2114 | 3.94 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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