Skip to main content
V-Lab

Aurora Eiendom As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:39.33% (+13.60%)
Analysis last updated: Saturday, August 23, 2025 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Aurora Eiendom As S0GARCH
paramt-stat
ω1.96882.87
α0.32093.50
β0.47554.27
γ122.92082.04
γ2-34.3054-1.89
γ318.15861.66
γ4-10.7770-1.44
γ5-0.1622-0.02
γ613.05562.07
γ7-14.1010-2.19
γ86.48681.33
Estimation Period:
Dec 27, 2021 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts