ROCKWOOL A/S EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.94% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 15.74 | |
| 0.1860 | 27.23 | |
| 0.9631 | 387.88 | |
| -0.0304 | -4.73 |
Estimation Period:
Jan 18, 1996 to Feb 6, 2026
Jan 18, 1996 to Feb 6, 2026
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