AP Moller - Maersk A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.23% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9710 | 6.77 | |
| 0.0518 | 6.69 | |
| 0.9072 | 61.96 | |
| 0.1061 | 3.12 | |
| -0.2246 | -4.05 | |
| 0.2134 | 4.85 | |
| -0.1666 | -4.06 | |
| 0.1330 | 3.41 | |
| -0.0970 | -2.44 | |
| 0.0893 | 1.67 | |
| -0.1783 | -1.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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