Coop Pank AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.11% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1668 | 11.17 | |
| 0.4587 | 9.02 | |
| 0.6308 | 28.24 | |
| -0.2159 | -4.53 |
Estimation Period:
Dec 10, 2019 to Feb 13, 2026
Dec 10, 2019 to Feb 13, 2026
News Impact Curve
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