H Lundbeck A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.47% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1599 | 18.22 | |
| 0.0417 | 12.91 | |
| 0.9204 | 291.37 | |
| 0.0133 | 2.71 |
Estimation Period:
Jun 18, 1999 to Feb 13, 2026
Jun 18, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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