Danske Bank A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.48% (+5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 20.06 | |
| 0.0554 | 19.96 | |
| 0.9165 | 457.82 | |
| 0.0378 | 7.79 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Danske Bank A/S Analyses
Other GJR-GARCH Analyses on International Equities