Sparebank 1 Nordmore GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.27% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1437 | 3.09 | |
| 0.1013 | 6.20 | |
| 0.8983 | 29.19 | |
| 3.0502 | 4.10 |
Estimation Period:
Feb 28, 2023 to Feb 6, 2026
Feb 28, 2023 to Feb 6, 2026
Other Sparebank 1 Nordmore Analyses
Other GAS-GARCH Student T Analyses on International Equities