AP Moeller - Maersk A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.02% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 12.84 | |
| 0.0269 | 15.52 | |
| 0.9607 | 821.07 | |
| 0.0163 | 4.14 |
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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