AP Moeller - Maersk A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.60% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9906 | 5.83 | |
| 0.0720 | 7.18 | |
| 0.8779 | 52.96 | |
| 0.0695 | 5.08 | |
| -0.1086 | -5.07 | |
| 0.0489 | 2.84 | |
| -0.0090 | -0.60 | |
| 0.0091 | 0.65 | |
| -0.0202 | -1.71 |
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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