B2 Impact ASA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.84% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 4.54 | |
| 0.0445 | 11.99 | |
| 0.9432 | 224.78 | |
| 0.6502 | 4.93 |
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Dec 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities