Sparebank 1 Nordmore GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.63% (-11.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3340 | 13.39 | |
| 0.3280 | 6.76 | |
| 0.5825 | 25.94 | |
| -0.1546 | -2.07 |
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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