Newcap Holding A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.10% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6374 | 4.13 | |
| 0.1662 | 7.35 | |
| 0.7800 | 30.49 | |
| -0.3841 | -4.23 | |
| 0.6146 | 4.45 | |
| -0.5084 | -4.79 | |
| 0.5458 | 4.47 | |
| -0.2955 | -2.16 | |
| -0.1998 | -1.60 | |
| 0.4737 | 3.65 | |
| -0.3600 | -1.97 | |
| 0.1806 | 0.91 | |
| -0.1878 | -1.27 |
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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