Danske Bank As GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.55% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7471 | 3.44 | |
| 0.0552 | 29.67 | |
| 0.9894 | 305.93 | |
| 3.7714 | 12.19 |
Estimation Period:
May 1, 1998 to Feb 6, 2026
May 1, 1998 to Feb 6, 2026
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