Newcap Holding A/S AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.73% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4616 | 18.35 | |
| 0.1654 | 28.89 | |
| 0.8425 | 189.38 | |
| 0.0274 | 0.32 |
Estimation Period:
Oct 7, 1991 to Feb 6, 2026
Oct 7, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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