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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2207	15.51***
α ARCH Response to squared shocks	0.2377	21.65***
β GARCH Volatility persistence	0.9074	135.04***
γ leverage Additional response to negative shocks	-0.0099	-0.99

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Investeringsselskabet af 3. november 2025 A/S EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses