SpareBank 1 SMN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.51% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1756 | 21.01 | |
| 0.1441 | 31.65 | |
| 0.7838 | 133.32 | |
| 0.3349 | 10.26 |
Estimation Period:
May 2, 1994 to Feb 6, 2026
May 2, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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