Investeringsselskabet af 3. november 2025 A/S GARCH 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
87.73%
decreased by 4.31%
1 Week
89.67%
decreased by 2.37%
1 Month
97.04%
increased by 5.00%
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 | |
|---|---|---|
| 0.6828 | 9.97 | |
| 0.2356 | 8.50 | |
| 0.7644 | 109.72 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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