Investeringsselskabet af 3. november 2025 A/S GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
79.01%
decreased by 7.04%
1 Week
81.45%
decreased by 4.60%
1 Month
90.56%
increased by 4.51%
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 | |
|---|---|---|
| 0.7777 | 16.16 | |
| 0.1271 | 6.63 | |
| 0.7402 | 104.23 | |
| 0.2655 | 1.96 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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