Investeringsselskabet af 3. november 2025 A/S Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
165.55%
increased by 1.75%
1 Week
191.25%
increased by 27.45%
1 Month
207.72%
increased by 43.92%
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 | |
|---|---|---|
| 1.4294 | 2.78 | |
| 0.2767 | 5.99 | |
| 0.3614 | 5.80 | |
| 0.2717 | 2.13 | |
| -0.3345 | -2.04 | |
| 0.0101 | 0.13 | |
| 0.2582 | 3.02 | |
| -0.4227 | -4.44 | |
| 0.2720 | 3.25 | |
| -0.0813 | -0.83 | |
| 0.1069 | 0.86 | |
| -0.1706 | -1.02 | |
| 0.5577 | 1.12 |
Estimation Period:
Mar 21, 1991 to May 13, 2026
Mar 21, 1991 to May 13, 2026
Other Investeringsselskabet af 3. november 2025 A/S Analyses
Other Spline-GARCH Analyses on International Equities