Vestas Wind Systems A/S EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.28% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 11.19 | |
| 0.1187 | 26.59 | |
| 0.9811 | 576.75 | |
| -0.0391 | -10.66 |
Estimation Period:
Apr 30, 1998 to Feb 6, 2026
Apr 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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