Investeringsselskabet af 3. november 2025 A/S AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
75.89%
decreased by 10.46%
1 Week
79.66%
decreased by 6.69%
1 Month
95.02%
increased by 8.67%
Analysis last updated: Thursday, May 21, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6484 | 8.58 | |
| 0.2705 | 9.45 | |
| 0.7492 | 104.62 | |
| 0.3982 | 4.21 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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