SpareBank 1 SMN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.15% (+4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8814 | 8.16 | |
| 0.1572 | 8.09 | |
| 0.7623 | 28.99 | |
| -0.0036 | -2.24 | |
| 0.0048 | 2.39 |
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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