Brodrene A & O Johansen A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.38% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1141 | 9.59 | |
| 0.5225 | 20.43 | |
| 0.0234 | 1.28 | |
| 2.0144 | 0.10 | |
| 0.6187 | 0.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 10, 2001 to Feb 13, 2026
Sep 10, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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