Lillestrom Sparebank MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.65% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2378 | 14.82 | |
| 0.7072 | 78.91 | |
| -0.2156 | -11.72 | |
| 0.4536 | 0.11 | |
| 0.6373 | 0.11 | |
| 0.0000 | 0.00 |
Estimation Period:
May 4, 2021 to Feb 6, 2026
May 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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