Rogaland Sparebank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.84% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3068 | 7.89 | |
| 0.4066 | 14.12 | |
| 0.5694 | 9.54 | |
| -0.0364 | -1.64 |
Estimation Period:
Feb 24, 2023 to Feb 6, 2026
Feb 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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