Pareto Bank ASA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.64% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8724 | 6.60 | |
| 0.1184 | 15.40 | |
| 0.9434 | 112.99 | |
| 4.4639 | 5.92 |
Estimation Period:
May 27, 2016 to Feb 13, 2026
May 27, 2016 to Feb 13, 2026
Other Pareto Bank ASA Analyses
Other GAS-GARCH Student T Analyses on International Equities