Investeringsselskabet af 3. november 2025 A/S MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
75.13%
decreased by 5.73%
1 Week
78.08%
decreased by 2.78%
1 Month
88.98%
increased by 8.12%
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 | |
|---|---|---|
| 51 | ||
| 0.1441 | 6.75 | |
| 0.7305 | 94.63 | |
| 0.2505 | 6.38 | |
| 5.2969 | 22.45 | |
| 0.0000 | 0.01 | |
| 0.9988 | 995.86 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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