Investeringsselskabet af 3. november 2025 A/S EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
81.21%
decreased by 1.54%
1 Week
79.36%
decreased by 3.39%
1 Month
74.93%
decreased by 7.82%
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 | |
|---|---|---|
| 0.2188 | 20.41 | |
| 0.2855 | 17.94 | |
| 0.9253 | 150.75 | |
| -0.0149 | -1.42 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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