Lillestrom Sparebank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.20% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 8.57 | |
| 0.2255 | 6.86 | |
| 0.7606 | 49.62 | |
| -0.1725 | -4.85 |
Estimation Period:
May 4, 2021 to Feb 13, 2026
May 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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