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Rogaland Sparebank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.89% (+4.60%)
Analysis last updated: Friday, February 13, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rogaland Sparebank S0GARCH
paramt-stat
ω0.76366.21
α0.10195.46
β0.773717.90
γ1-0.1553-2.26
γ20.37543.29
γ3-0.4758-4.84
γ40.38664.65
γ5-0.1424-1.87
γ6-0.0450-0.72
γ70.12392.57
γ8-0.0856-2.40
Estimation Period:
Nov 15, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts