Park Street A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.03% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 15.55 | |
| 0.0573 | 17.13 | |
| 0.9227 | 421.54 | |
| 0.0398 | 6.04 |
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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