Gyldendalske Boghandel MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:77.81% (-5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1761 | 8.92 | |
| 0.4164 | 8.20 | |
| -0.0895 | -4.26 | |
| 4.1420 | 0.28 | |
| 0.4455 | 0.38 | |
| 0.4391 | 0.28 |
Estimation Period:
Sep 26, 1990 to Jan 30, 2026
Sep 26, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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