Tryg A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.57% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2051 | 7.40 | |
| 0.1099 | 5.60 | |
| 0.7253 | 14.92 | |
| 0.1802 | 1.69 | |
| -0.3238 | -1.99 | |
| 0.1220 | 0.99 | |
| 0.2014 | 1.62 | |
| -0.4167 | -3.58 | |
| 0.5040 | 4.40 | |
| -0.4683 | -3.49 | |
| 0.2624 | 1.66 | |
| -0.0411 | -0.16 |
Estimation Period:
Oct 13, 2005 to Feb 6, 2026
Oct 13, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities