Djurslands Bank A/S GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.77% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 13.89 | |
| 0.1219 | 33.33 | |
| 0.8781 | 253.21 |
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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