NKT A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.66% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3127 | 19.18 | |
| 0.0718 | 16.81 | |
| 0.8444 | 197.25 | |
| 0.0689 | 8.44 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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