Norse Atlantic ASA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
91.95%
decreased by 15.76%
1 Week
91.31%
decreased by 16.40%
1 Month
89.84%
decreased by 17.87%
Analysis last updated: Thursday, May 21, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8673 | 6.04 | |
| 0.2642 | 8.63 | |
| 0.6517 | 32.13 | |
| -0.0180 | -0.46 |
Estimation Period:
Apr 26, 2021 to May 15, 2026
Apr 26, 2021 to May 15, 2026
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