Dfds A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.88% (+5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4514 | 20.83 | |
| 0.1149 | 17.02 | |
| 0.7496 | 95.91 | |
| 0.0657 | 4.89 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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