Investeringsselskabet af 3. november 2025 A/S GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
68.76%
increased by 4.02%
1 Week
69.44%
increased by 4.70%
1 Month
71.64%
increased by 6.90%
Analysis last updated: Friday, June 12, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7924 | 17.31 | |
| 0.1437 | 8.92 | |
| 0.7401 | 105.03 | |
| 0.1686 | 2.16 |
Estimation Period:
Mar 21, 1991 to Jun 4, 2026
Mar 21, 1991 to Jun 4, 2026
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