Newcap Holding A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.01% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4819 | 19.76 | |
| 0.1494 | 16.15 | |
| 0.8480 | 186.26 | |
| 0.0052 | 0.44 |
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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