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AP Moeller - Maersk A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.58% (-1.61%)
Analysis last updated: Saturday, February 7, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AP Moeller - Maersk A/S SGARCH
paramt-stat
ω0.87656.54
α0.08196.63
β0.849441.08
γ10.03961.01
γ20.01030.17
γ3-0.1447-3.92
γ40.16854.85
γ5-0.1344-3.33
γ60.11212.96
γ7-0.0769-2.07
γ80.06631.38
γ9-0.1412-1.57
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts