Skip to main content
V-Lab

Investeringsselskabet af 3. november 2025 A/S GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

71.87%

decreased by 4.52%

1 Week

70.68%

decreased by 5.71%

1 Month

66.86%

decreased by 9.53%

Analysis last updated: Saturday, August 22, 2026 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 21, 1991 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days. Returns follow a Student-t distribution with v = 2.73 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

11.8257
5.14***
α

ARCH

Response to squared shocks

0.1216
31.26***
β

GARCH

Volatility persistence

0.9594
122.19***
ν

DF

Student-t tail thickness

2.7287
32.58***

Persistence:

0.959

Half-life:

17 days