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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8528	16.69***
α ARCH Response to squared shocks	0.1453	11.35***
β GARCH Volatility persistence	0.7447	79.59***
γ leverage Additional response to negative shocks	0.0433	1.67*

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Investeringsselskabet af 3. november 2025 A/S GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses