Rockwool A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.74% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3236 | 3.05 | |
| 0.1424 | 0.91 | |
| 0.0000 | 0.00 | |
| -373.3645 | -3.07 | |
| 637.8373 | 3.01 | |
| -541.8333 | -2.35 | |
| 450.5777 | 1.84 | |
| -263.5513 | -1.29 | |
| 283.1325 | 1.78 |
Estimation Period:
May 15, 2025 to Feb 6, 2026
May 15, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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