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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.1901	10.28***
β GARCH Volatility persistence	0.6200	22.57***
γ leverage Additional response to negative shocks	0.0119	0.64
λ₁ tau intercept Baseline long-term coefficient	0.3177	1.07
λ₂ forecast adj. Forecast performance sensitivity	0.0549	1.17
λ₃ tau persistence Long-term factor persistence	0.9095	11.73***

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Investeringsselskabet af 3. november 2025 A/S MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Investeringsselskabet af 3. november 2025 A/S Analyses