SpareBank 1 SMN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.35% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 17.72 | |
| 0.2558 | 32.91 | |
| 0.9270 | 244.54 | |
| -0.0585 | -7.78 |
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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