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Demant A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.93% (-2.70%)
Analysis last updated: Saturday, February 7, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Demant A/S S0GARCH
paramt-stat
ω0.98993.03
α0.09716.30
β0.808628.50
γ10.08681.30
γ2-0.2169-2.42
γ30.26266.16
γ4-0.2273-6.17
γ50.14003.77
γ6-0.0146-0.42
γ7-0.0765-2.15
γ80.05541.88
Estimation Period:
May 12, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts