Fast Ejendom Danmark AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.09% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5193 | 16.97 | |
| 0.1340 | 16.98 | |
| 0.7321 | 60.83 | |
| 0.4397 | 3.52 |
Estimation Period:
Dec 27, 2013 to Feb 6, 2026
Dec 27, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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