Rockwool A/S EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.00% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1521 | 3.11 | |
| -0.4573 | -4.10 | |
| 0.8813 | 418.06 | |
| 0.1138 | 1.41 |
Estimation Period:
May 15, 2025 to Feb 6, 2026
May 15, 2025 to Feb 6, 2026
News Impact Curve
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