Danske Bank A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.99% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 22.42 | |
| 0.1548 | 41.67 | |
| 0.9823 | 1,227.86 | |
| -0.0298 | -8.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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