Danske Bank As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.86% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 13.57 | |
| 0.0291 | 9.53 | |
| 0.9448 | 514.04 | |
| 0.0342 | 4.83 |
Estimation Period:
May 1, 1998 to Feb 6, 2026
May 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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