Sparekassen Sjaelland-Fyn AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.74% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 9.75 | |
| 0.0792 | 14.39 | |
| 0.9185 | 206.07 | |
| -0.0266 | -3.61 |
Estimation Period:
Dec 3, 2015 to Feb 13, 2026
Dec 3, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sparekassen Sjaelland-Fyn AS Analyses
Other GJR-GARCH Analyses on International Equities