Norsk Hydro ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.51% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 17.82 | |
| 0.0332 | 15.74 | |
| 0.9376 | 546.37 | |
| 0.0382 | 9.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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