Demant A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.74% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 12.67 | |
| 0.0314 | 15.37 | |
| 0.9421 | 441.67 | |
| 0.0315 | 5.36 |
Estimation Period:
May 12, 1995 to Feb 6, 2026
May 12, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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