Magnora Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.75% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 10.01 | |
| 0.0674 | 16.38 | |
| 0.8943 | 232.65 | |
| 0.0701 | 6.87 |
Estimation Period:
Jan 4, 2005 to Feb 20, 2026
Jan 4, 2005 to Feb 20, 2026
News Impact Curve
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