Newcap Holding A/S GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.04% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4786 | 18.96 | |
| 0.1512 | 26.91 | |
| 0.8488 | 184.96 |
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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