DNB ASA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.43% (-4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5332 | 8.87 | |
| 0.2975 | 13.43 | |
| 0.5538 | 12.37 | |
| -0.1354 | -5.31 |
Estimation Period:
Jul 6, 2021 to Feb 6, 2026
Jul 6, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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