Newcap Holding A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.85% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1388 | 17.35 | |
| 0.2563 | 27.72 | |
| 0.9648 | 428.25 | |
| 0.0011 | 0.15 |
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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