Pareto Bank ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.15% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2110 | 11.02 | |
| 0.5180 | 12.71 | |
| -0.0326 | -1.41 | |
| 0.5518 | 0.62 | |
| 0.2877 | 0.59 | |
| 0.5010 | 0.60 |
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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