Dantax A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.68% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 10.28 | |
| 0.2345 | 21.70 | |
| 0.9780 | 386.25 | |
| 0.0601 | 5.21 |
Estimation Period:
Jan 24, 1990 to Feb 6, 2026
Jan 24, 1990 to Feb 6, 2026
News Impact Curve
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