Tryg A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.91% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1715 | 18.62 | |
| 0.0778 | 13.41 | |
| 0.8077 | 122.49 | |
| 0.0606 | 4.51 |
Estimation Period:
Oct 13, 2005 to Feb 6, 2026
Oct 13, 2005 to Feb 6, 2026
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