Investeringsselskabet af 3. november 2025 A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
74.02%
increased by 1.47%
1 Week
77.15%
increased by 4.60%
1 Month
80.41%
increased by 7.86%
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 | |
|---|---|---|
| 1.4620 | 2.63 | |
| 0.2023 | 5.09 | |
| 0.5494 | 7.43 | |
| 0.2555 | 1.92 | |
| -0.3097 | -1.81 | |
| 0.0024 | 0.03 | |
| 0.2437 | 2.79 | |
| -0.3888 | -3.93 | |
| 0.2258 | 2.52 | |
| -0.0046 | -0.04 | |
| -0.0628 | -0.40 | |
| 0.2126 | 1.01 | |
| -0.3030 | -1.45 |
Estimation Period:
Mar 21, 1991 to Jun 4, 2026
Mar 21, 1991 to Jun 4, 2026
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