Ostasiatiske Kompagni A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.69% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1136 | 22.27 | |
| 0.2395 | 32.01 | |
| 0.9484 | 339.94 | |
| 0.0005 | 0.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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