Lillestrom Sparebank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.92% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6092 | 4.27 | |
| 0.1636 | 2.93 | |
| 0.3283 | 2.31 | |
| 9.3619 | 2.67 | |
| -14.3037 | -2.65 | |
| 6.4463 | 1.71 | |
| -3.2143 | -0.88 | |
| 5.7994 | 1.34 | |
| -8.5588 | -1.48 | |
| 9.2922 | 1.62 | |
| -9.7815 | -2.11 | |
| 7.2404 | 2.24 |
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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