NKT A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.19% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5540 | 7.02 | |
| 0.1140 | 7.83 | |
| 0.7333 | 21.68 | |
| -0.0705 | -2.82 | |
| 0.1405 | 3.81 | |
| -0.1611 | -6.45 | |
| 0.1718 | 6.85 | |
| -0.1544 | -6.13 | |
| 0.1594 | 5.96 | |
| -0.1731 | -5.17 | |
| 0.1650 | 2.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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