ROCKWOOL A/S EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.26% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 18.83 | |
| 0.1892 | 24.20 | |
| 0.9589 | 452.95 | |
| -0.0392 | -7.78 |
Estimation Period:
Jan 17, 1996 to Feb 6, 2026
Jan 17, 1996 to Feb 6, 2026
News Impact Curve
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