DNB ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.52% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4750 | 11.85 | |
| 0.0571 | 4.43 | |
| 0.3843 | 9.18 | |
| 0.2171 | 4.26 |
Estimation Period:
Jul 6, 2021 to Feb 13, 2026
Jul 6, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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