Kaldvik AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:87.75% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2275 | 5.06 | |
| 0.0322 | 7.05 | |
| 0.9331 | 303.34 | |
| 0.0450 | 4.56 |
Estimation Period:
Jun 11, 2020 to Feb 13, 2026
Jun 11, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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