Norwegian AIR Shuttle ASA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.32% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3936 | 8.38 | |
| 0.0418 | 10.22 | |
| 0.9104 | 288.85 | |
| 0.0434 | 3.35 |
Estimation Period:
Sep 5, 2005 to Feb 13, 2026
Sep 5, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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