Havila Kystruten As GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.57%
decreased by 3.92%
1 Week
54.62%
decreased by 1.87%
1 Month
60.54%
increased by 4.05%
Analysis last updated: Thursday, May 21, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8863 | 5.69 | |
| 0.1326 | 6.44 | |
| 0.7961 | 58.76 | |
| 0.0636 | 1.46 |
Estimation Period:
Aug 3, 2021 to May 15, 2026
Aug 3, 2021 to May 15, 2026
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