SpareBank 1 SMN GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.22% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1984 | 22.75 | |
| 0.1588 | 33.45 | |
| 0.7667 | 123.74 |
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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