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V-Lab

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

Volatility prediction for Tuesday, August 11th, 2026

1 Day

59.00%

decreased by 3.84%

1 Week

57.64%

decreased by 5.20%

1 Month

54.28%

decreased by 8.56%

Analysis last updated: Tuesday, August 11, 2026 at 06:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Investeringsselskabet af 3. november 2025 A/S GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 21, 1991 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8296
15.60***
α

ARCH

Response to squared shocks

0.1645
22.62***
β

GARCH

Volatility persistence

0.7507
82.26***

Persistence:

0.915

Half-life:

8 days