Ostasiatiske Kompagni A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.66% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1581 | 15.34 | |
| 0.1159 | 17.00 | |
| 0.8647 | 191.98 | |
| 0.0060 | 0.68 |
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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