DNB ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.24% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 14.56 | |
| 0.0347 | 15.47 | |
| 0.9227 | 391.16 | |
| 0.0535 | 10.52 |
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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