V-Lab
Danske Andelskassers Bank A/S AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.00% (-2.49%)
Analysis last updated: Tuesday, May 7, 2024 at 09:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 5.56 | |
| 0.1821 | 28.86 | |
| 0.8506 | 209.65 | |
| -0.2646 | -3.25 |
Estimation Period:
Jul 7, 2011 to May 3, 2024
Jul 7, 2011 to May 3, 2024
News Impact Curve
Volatility Forecasts
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