Fast Ejendom Danmark EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.59% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 6.90 | |
| 0.1110 | 17.40 | |
| 0.9781 | 478.98 | |
| -0.0471 | -4.43 |
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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