Moneta Money Bank AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.20% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2866 | 11.85 | |
| 0.1575 | 10.77 | |
| 0.6630 | 40.47 | |
| 0.0760 | 2.22 |
Estimation Period:
May 10, 2016 to Feb 6, 2026
May 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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