SpareBank 1 SMN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.53% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1891 | 22.01 | |
| 0.1033 | 15.49 | |
| 0.7804 | 135.41 | |
| 0.0907 | 6.80 |
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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