Rogaland Sparebank GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.93% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 12.59 | |
| 0.0582 | 23.89 | |
| 0.9221 | 303.93 |
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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