Demant A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.93% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9899 | 3.03 | |
| 0.0971 | 6.30 | |
| 0.8086 | 28.50 | |
| 0.0868 | 1.30 | |
| -0.2169 | -2.42 | |
| 0.2626 | 6.16 | |
| -0.2273 | -6.17 | |
| 0.1400 | 3.77 | |
| -0.0146 | -0.42 | |
| -0.0765 | -2.15 | |
| 0.0554 | 1.88 |
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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