H Lundbeck A/S AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.90% (-20.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5069 | 29.28 | |
| 0.1961 | 12.56 | |
| 0.3512 | 29.48 | |
| -0.8368 | -6.28 |
Estimation Period:
Aug 1, 2022 to Feb 6, 2026
Aug 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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