Norse Atlantic Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:72.25% (+2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.3700 | 6.77 | |
| 0.0000 | 0.00 | |
| -0.2843 | -5.23 | |
| 8.8125 | 0.10 | |
| 0.1772 | 0.11 | |
| 0.5368 | 0.12 |
Estimation Period:
Apr 12, 2021 to Jan 30, 2026
Apr 12, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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