Rovsing A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.66% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7889 | 22.21 | |
| 0.2128 | 13.50 | |
| 0.6109 | 53.78 | |
| 0.0097 | 0.33 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities