Rogaland Sparebank AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.90% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 11.60 | |
| 0.0635 | 25.02 | |
| 0.9153 | 281.45 | |
| -0.1592 | -2.42 |
Estimation Period:
Nov 15, 1999 to Feb 6, 2026
Nov 15, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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