Pareto Bank ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.64% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4941 | 7.15 | |
| 0.1534 | 4.27 | |
| 0.7116 | 11.72 | |
| 0.1853 | 3.22 | |
| -0.2579 | -2.80 | |
| 0.0953 | 1.65 |
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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