Sparebank 1 Nordmore EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.34% (-20.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1495 | 10.36 | |
| 0.4800 | 17.02 | |
| 0.7639 | 39.80 | |
| 0.0807 | 2.81 |
Estimation Period:
Feb 28, 2023 to Feb 6, 2026
Feb 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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