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Danske Andelskassers Bank A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.16% (+0.49%)
Analysis last updated: Friday, February 6, 2026 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danske Andelskassers Bank A/S SGARCH
paramt-stat
ω2.09704.41
α0.17464.89
β0.756619.75
γ10.13670.50
γ2-0.1513-0.28
γ3-0.1272-0.23
γ40.24100.60
γ50.02990.11
γ6-0.5493-1.74
γ71.12853.33
γ8-1.2707-2.25
Estimation Period:
Jul 7, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts