Investeringsselskabet af 3. november 2025 A/S GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
83.71%
increased by 8.21%
1 Week
81.64%
increased by 6.14%
1 Month
75.08%
decreased by 0.42%
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 | |
|---|---|---|
| 11.8414 | 5.24 | |
| 0.1240 | 30.16 | |
| 0.9556 | 114.11 | |
| 2.6948 | 32.75 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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