Investeringsselskabet af 3. november 2025 A/S APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
61.11%
decreased by 7.67%
1 Week
63.83%
decreased by 4.95%
1 Month
73.48%
increased by 4.70%
Analysis last updated: Saturday, May 23, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.75 | |
| 0.2357 | 11.73 | |
| 0.7229 | 58.04 | |
| 0.2479 | 5.70 | |
| 2.2127 | 13.93 |
Estimation Period:
Mar 21, 1991 to May 22, 2026
Mar 21, 1991 to May 22, 2026
Other Investeringsselskabet af 3. november 2025 A/S Analyses
Other APARCH Analyses on International Equities