SpareBank 1 Sor-Norge ASA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 5.94 | |
| 0.0943 | 11.62 | |
| 0.9785 | 376.76 | |
| -0.0594 | -8.20 |
Estimation Period:
Nov 3, 2016 to Feb 13, 2026
Nov 3, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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