NKT A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.16% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0794 | 16.58 | |
| 0.7166 | 71.32 | |
| 0.0969 | 11.24 | |
| 0.0744 | 1.48 | |
| 0.0245 | 2.15 | |
| 0.9627 | 52.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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