Danske Bank As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.05% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 8.53 | |
| 0.0000 | 0.00 | |
| 0.9503 | 224.54 | |
| 0.0597 | 9.66 |
Estimation Period:
Mar 23, 2018 to Feb 6, 2026
Mar 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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