Lollands Bank A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.60% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0888 | 13.47 | |
| 0.7057 | 53.20 | |
| 0.1114 | 11.28 | |
| 0.0465 | 2.61 | |
| 0.0706 | 2.92 | |
| 0.9217 | 33.33 |
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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