Ostasiatiske Kompagni A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.59% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7607 | 5.73 | |
| 0.1225 | 7.29 | |
| 0.8308 | 34.13 | |
| -0.0233 | -0.45 | |
| 0.0610 | 0.75 | |
| -0.1384 | -2.58 | |
| 0.2142 | 4.65 | |
| -0.1792 | -3.55 | |
| 0.0722 | 1.22 | |
| 0.0545 | 0.86 | |
| -0.1632 | -2.15 | |
| 0.1542 | 2.56 |
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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