Netcompany A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.22% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2444 | 14.50 | |
| 0.2752 | 7.63 | |
| 0.4289 | 15.48 | |
| -0.0577 | -1.13 |
Estimation Period:
Jun 7, 2018 to Feb 6, 2026
Jun 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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