MT Hoejgaard Holding A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.86% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 16.52 | |
| 0.0478 | 14.39 | |
| 0.9293 | 326.53 | |
| 0.0053 | 0.87 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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