Atlantic Sapphire ASA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:113.56% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 2.39 | |
| 0.1288 | 14.53 | |
| 0.9942 | 381.81 | |
| -0.0768 | -4.70 |
Estimation Period:
May 7, 2020 to Feb 13, 2026
May 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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