Djurslands Bank A/S AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.80% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 14.25 | |
| 0.1244 | 34.15 | |
| 0.8762 | 256.12 | |
| 0.0105 | 0.30 |
Estimation Period:
Jan 31, 1990 to Feb 6, 2026
Jan 31, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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