Rogaland Sparebank GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.80% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6622 | 8.51 | |
| 0.1628 | 5.81 | |
| 0.4528 | 9.26 | |
| 0.1226 | 2.21 |
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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