Vestas Wind Systems A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.98% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3592 | 15.43 | |
| 0.0444 | 18.24 | |
| 0.8926 | 220.95 | |
| 0.0714 | 9.92 |
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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