Rockwool A/S EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.09% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0895 | 10.29 | |
| 0.1565 | 22.14 | |
| 0.9519 | 242.89 | |
| -0.0601 | -7.92 |
Estimation Period:
Mar 16, 2010 to Feb 6, 2026
Mar 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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