Vestas Wind Systems A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:70.91% (-10.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0620 | 11.96 | |
| 0.6739 | 45.13 | |
| 0.1265 | 11.10 | |
| 0.0732 | 1.41 | |
| 0.0300 | 2.22 | |
| 0.9638 | 58.26 |
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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