Djurslands Bank A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.93% (-5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8216 | 2.62 | |
| 0.1414 | 8.12 | |
| 0.8382 | 37.55 | |
| -0.4729 | -2.70 | |
| 0.7685 | 2.85 | |
| -0.6843 | -3.38 | |
| 0.9378 | 5.46 | |
| -0.9552 | -6.79 | |
| 0.4874 | 3.23 | |
| 0.0075 | 0.05 | |
| -0.1789 | -1.31 | |
| 0.1193 | 0.94 | |
| -0.0235 | -0.23 |
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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