Columbus A/S AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.27% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 14.94 | |
| 0.1309 | 39.70 | |
| 0.8577 | 247.97 | |
| 0.2420 | 3.59 |
Estimation Period:
May 18, 1998 to Feb 6, 2026
May 18, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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