DNB ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.45% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0308 | 17.28 | |
| 0.8987 | 373.04 | |
| 0.0905 | 28.02 | |
| 0.0010 | 4.79 | |
| 0.0000 | 0.10 | |
| 0.9997 | 9,171.21 |
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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