Dantax A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.60% (+5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2985 | 11.86 | |
| 0.1996 | 17.06 | |
| 0.8453 | 113.77 | |
| -0.0906 | -4.55 |
Estimation Period:
Jan 24, 1990 to Feb 13, 2026
Jan 24, 1990 to Feb 13, 2026
News Impact Curve
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