AP Moller - Maersk A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.18% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9708 | 6.75 | |
| 0.0499 | 6.60 | |
| 0.9120 | 66.29 | |
| 0.0987 | 2.90 | |
| -0.2098 | -3.78 | |
| 0.1980 | 4.52 | |
| -0.1491 | -3.64 | |
| 0.1109 | 2.84 | |
| -0.0628 | -1.66 | |
| 0.0254 | 0.71 | |
| -0.0263 | -1.06 |
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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