Djurslands Bank A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.98% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 14.38 | |
| 0.1084 | 21.63 | |
| 0.8807 | 257.36 | |
| 0.0218 | 2.18 |
Estimation Period:
Jan 31, 1990 to Feb 13, 2026
Jan 31, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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