ROCKWOOL A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.11% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1736 | 4.26 | |
| 0.0850 | 27.32 | |
| 0.9800 | 207.77 | |
| 3.7468 | 13.15 |
Estimation Period:
Jan 17, 1996 to Feb 6, 2026
Jan 17, 1996 to Feb 6, 2026
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