Ostasiatiske Kompagni A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.46% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2981 | 23.69 | |
| 0.5027 | 34.47 | |
| -0.0809 | -5.31 | |
| 0.0301 | 2.69 | |
| 0.0259 | 4.63 | |
| 0.9699 | 158.72 |
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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