Demant A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.39% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 12.08 | |
| 0.1321 | 30.39 | |
| 0.9807 | 622.28 | |
| -0.0220 | -4.20 |
Estimation Period:
May 12, 1995 to Feb 6, 2026
May 12, 1995 to Feb 6, 2026
News Impact Curve
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