Atlantic Sapphire ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:135.46% (-10.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5272 | 8.03 | |
| 0.1298 | 3.95 | |
| 0.8231 | 60.73 | |
| 0.0942 | 1.49 |
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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