Danske Andelskassers Bank A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.88% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0801 | 4.44 | |
| 0.1744 | 4.87 | |
| 0.7543 | 19.48 | |
| 0.1301 | 0.49 | |
| -0.1407 | -0.27 | |
| -0.1349 | -0.25 | |
| 0.2559 | 0.64 | |
| -0.0098 | -0.04 | |
| -0.4611 | -1.53 | |
| 0.9550 | 3.45 | |
| -0.8857 | -4.70 |
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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