Park Street A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.93% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 21.81 | |
| 0.1954 | 37.02 | |
| 0.9891 | 1,279.50 | |
| -0.0316 | -5.03 |
Estimation Period:
Jul 6, 1990 to Feb 6, 2026
Jul 6, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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