Newcap Holding A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.30% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3515 | 26.61 | |
| 0.1276 | 6.65 | |
| -0.1418 | -7.00 | |
| 2.6761 | 0.65 | |
| 0.9725 | 0.73 | |
| 0.0000 | 0.00 |
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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