Lollands Bank A/S AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.74% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1026 | 13.77 | |
| 0.0820 | 33.43 | |
| 0.9068 | 333.76 | |
| 0.2573 | 2.68 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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