Rogaland Sparebank EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.57% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 12.62 | |
| 0.0688 | 14.95 | |
| 0.9942 | 1,568.15 | |
| -0.0100 | -2.35 |
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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