ROCKWOOL A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.92% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5391 | 4.51 | |
| 0.0768 | 26.86 | |
| 0.9792 | 211.22 | |
| 3.7557 | 11.72 |
Estimation Period:
Jan 18, 1996 to Feb 13, 2026
Jan 18, 1996 to Feb 13, 2026
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