Danske Andelskassers Bank A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.43% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 14.36 | |
| 0.1459 | 14.56 | |
| 0.8742 | 197.79 | |
| -0.0403 | -2.62 |
Estimation Period:
Jul 7, 2011 to Feb 6, 2026
Jul 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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