Park Street A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.98% (+11.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1418 | 20.51 | |
| 0.7016 | 85.82 | |
| 0.0723 | 7.73 | |
| 0.0125 | 2.23 | |
| 0.0282 | 3.73 | |
| 0.9714 | 117.88 |
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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