AP Moller - Maersk A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.13% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0382 | 13.71 | |
| 0.9093 | 148.80 | |
| 0.0184 | 5.76 | |
| 0.0334 | 2.29 | |
| 0.0212 | 2.86 | |
| 0.9724 | 95.14 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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