ROCKWOOL A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.10% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2586 | 19.74 | |
| 0.1095 | 20.06 | |
| 0.8161 | 154.85 | |
| 0.0702 | 6.64 |
Estimation Period:
Jan 17, 1996 to Feb 6, 2026
Jan 17, 1996 to Feb 6, 2026
News Impact Curve
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