Danske Andelskassers Bank A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0952 | 4.41 | |
| 0.1747 | 4.90 | |
| 0.7563 | 19.73 | |
| 0.1338 | 0.50 | |
| -0.1468 | -0.27 | |
| -0.1308 | -0.24 | |
| 0.2478 | 0.62 | |
| 0.0169 | 0.06 | |
| -0.5338 | -1.73 | |
| 1.1263 | 3.37 | |
| -1.3210 | -2.35 |
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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