Tivoli A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.44% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 26.38 | |
| 0.1386 | 20.43 | |
| 0.8152 | 248.31 | |
| 0.0507 | 3.92 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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