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V-Lab

Investeringsselskabet af 3. november 2025 A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

45.77%

decreased by 2.49%

1 Week

47.87%

decreased by 0.39%

1 Month

50.19%

increased by 1.93%

Analysis last updated: Saturday, August 22, 2026 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Investeringsselskabet af 3. november 2025 A/S S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 21, 1991 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5652
2.62***
α

ARCH

Response to squared shocks

0.2070
5.20***
β

GARCH

Volatility persistence

0.5597
7.45***
γi Spline Coefficients
K=10
γ10.2581
1.95*
γ2-0.3175
-1.86*
γ30.0166
0.20
γ40.2270
2.69***
γ5-0.3849
-4.10***
γ60.2440
2.91***
γ7-0.0459
-0.47
γ80.0353
0.27
γ9-0.0105
-0.08
γ10-0.0530
-0.53

Persistence:

0.767

Half-life:

3 days