ROCKWOOL A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.50% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2372 | 16.70 | |
| 0.0780 | 14.42 | |
| 0.8627 | 173.90 | |
| 0.0542 | 5.12 |
Estimation Period:
Jan 18, 1996 to Feb 6, 2026
Jan 18, 1996 to Feb 6, 2026
News Impact Curve
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