Dfds A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.14% (-7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8498 | 3.62 | |
| 0.1615 | 6.86 | |
| 0.6301 | 14.53 | |
| -0.1116 | -1.27 | |
| 0.2440 | 1.94 | |
| -0.2985 | -3.69 | |
| 0.2973 | 4.20 | |
| -0.2082 | -3.66 | |
| 0.1332 | 3.09 | |
| -0.0965 | -2.27 | |
| 0.0875 | 1.96 | |
| -0.1042 | -2.41 | |
| 0.1699 | 2.82 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities