Rogaland Sparebank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.24% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 12.03 | |
| 0.0649 | 12.37 | |
| 0.9237 | 307.48 | |
| -0.0144 | -1.98 |
Estimation Period:
Nov 15, 1999 to Feb 13, 2026
Nov 15, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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