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Aurora Eiendom As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:41.87% (+12.34%)
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 SGARCH
paramt-stat
ω1.98882.91
α0.32063.49
β0.47344.20
γ123.18072.08
γ2-34.6466-1.92
γ318.25021.68
γ4-10.7159-1.44
γ5-0.4742-0.07
γ613.85682.21
γ7-15.8944-2.38
γ810.97491.09
Estimation Period:
Dec 27, 2021 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts