Sparebanken More GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.98% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1393 | 19.65 | |
| 0.0626 | 10.09 | |
| 0.8541 | 152.63 | |
| 0.0511 | 4.49 |
Estimation Period:
May 30, 1994 to Jan 30, 2026
May 30, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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