Jeudan A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.71% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2951 | 16.50 | |
| 0.1424 | 13.24 | |
| 0.6808 | 65.64 | |
| 0.0742 | 2.88 |
Estimation Period:
Dec 2, 1992 to Feb 13, 2026
Dec 2, 1992 to Feb 13, 2026
News Impact Curve
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