H Lundbeck A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.81% (-7.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5692 | 12.91 | |
| 0.0670 | 4.84 | |
| 0.7418 | 54.68 | |
| 0.0632 | 1.51 |
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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