Norse Atlantic ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:66.44% (-4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2327 | 4.75 | |
| 0.0482 | 5.32 | |
| 0.7742 | 63.59 | |
| 0.3552 | 6.91 |
Estimation Period:
Nov 22, 2022 to Feb 13, 2026
Nov 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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