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Danske Andelskassers Bank A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-2.14%)
Analysis last updated: Saturday, February 7, 2026 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danske Andelskassers Bank A/S SGARCH
paramt-stat
ω2.09524.41
α0.17474.90
β0.756319.73
γ10.13380.50
γ2-0.1468-0.27
γ3-0.1308-0.24
γ40.24780.62
γ50.01690.06
γ6-0.5338-1.73
γ71.12633.37
γ8-1.3210-2.35
Estimation Period:
Jul 7, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts