DNB ASA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.28% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 11.69 | |
| 0.1263 | 28.59 | |
| 0.9891 | 968.74 | |
| -0.0378 | -8.70 |
Estimation Period:
Sep 23, 1992 to Feb 6, 2026
Sep 23, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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