ROCKWOOL A/S AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.10% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2796 | 18.77 | |
| 0.1207 | 28.21 | |
| 0.8405 | 163.43 | |
| 0.2583 | 4.21 |
Estimation Period:
Jan 18, 1996 to Feb 6, 2026
Jan 18, 1996 to Feb 6, 2026
News Impact Curve
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