Pareto Bank ASA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.52% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 13.36 | |
| 0.2560 | 18.89 | |
| 0.9241 | 141.71 | |
| 0.0050 | 0.48 |
Estimation Period:
May 27, 2016 to Feb 6, 2026
May 27, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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