Rockwool A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.23% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7446 | 2.59 | |
| 0.0598 | 0.56 | |
| 0.2172 | 0.62 | |
| -0.0468 | -0.43 |
Estimation Period:
May 15, 2025 to Feb 13, 2026
May 15, 2025 to Feb 13, 2026
News Impact Curve
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