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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 21, 1991 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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