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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1564	14.68***
α ARCH Response to squared shocks	0.0788	15.27***
β GARCH Volatility persistence	0.9096	254.65***
γ leverage Additional response to negative shocks	-0.0032	-0.31

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Investeringsselskabet af 3. november 2025 A/S Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses