Investeringsselskabet af 3. november 2025 A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
102.48%
increased by 2.10%
1 Week
113.15%
increased by 12.77%
1 Month
123.10%
increased by 22.72%
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 | |
|---|---|---|
| 1.3869 | 2.64 | |
| 0.2099 | 5.32 | |
| 0.5267 | 8.35 | |
| 0.2552 | 1.91 | |
| -0.3091 | -1.81 | |
| 0.0009 | 0.01 | |
| 0.2472 | 2.83 | |
| -0.3921 | -3.96 | |
| 0.2248 | 2.49 | |
| 0.0064 | 0.05 | |
| -0.0988 | -0.60 | |
| 0.3024 | 1.28 | |
| -0.4087 | -1.70 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
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