Norsk Hydro Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.71% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 11.38 | |
| 0.0216 | 11.08 | |
| 0.9518 | 377.24 | |
| 0.0325 | 11.02 |
Estimation Period:
Jun 27, 2001 to Feb 6, 2026
Jun 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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