DNB ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.20% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0850 | 9.98 | |
| 0.2249 | 5.50 | |
| 0.2262 | 8.65 | |
| 2.4660 | 0.15 | |
| 0.2133 | 0.19 | |
| 0.0000 | 0.00 |
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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