ROCKWOOL A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.26% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1179 | 19.23 | |
| 0.7319 | 79.69 | |
| 0.0642 | 5.96 | |
| 0.0326 | 2.47 | |
| 0.0201 | 5.02 | |
| 0.9739 | 162.12 |
Estimation Period:
Jan 17, 1996 to Feb 6, 2026
Jan 17, 1996 to Feb 6, 2026
News Impact Curve
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