NKT A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.42% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5234 | 9.92 | |
| 0.0121 | 4.69 | |
| 0.8570 | 112.51 | |
| 0.1078 | 9.84 |
Estimation Period:
Jul 15, 2009 to Feb 6, 2026
Jul 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities