Fast Ejendom Danmark GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.79% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 9.82 | |
| 0.0336 | 7.86 | |
| 0.9064 | 154.05 | |
| 0.0667 | 5.40 |
Estimation Period:
Dec 27, 2013 to Feb 13, 2026
Dec 27, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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