SpareBank 1 SMN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.09% (+4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9261 | 9.99 | |
| 0.1566 | 8.07 | |
| 0.7597 | 28.33 | |
| -0.0016 | -2.38 |
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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