Djurslands Bank A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:86.00% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.8504 | 8.54 | |
| 0.1097 | 144.89 | |
| 0.9967 | 2,693.76 | |
| 2.4263 | 464.55 |
Estimation Period:
Jan 31, 1990 to Feb 13, 2026
Jan 31, 1990 to Feb 13, 2026
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