Rogaland Sparebank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.89% (+4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7636 | 6.21 | |
| 0.1019 | 5.46 | |
| 0.7737 | 17.90 | |
| -0.1553 | -2.26 | |
| 0.3754 | 3.29 | |
| -0.4758 | -4.84 | |
| 0.3866 | 4.65 | |
| -0.1424 | -1.87 | |
| -0.0450 | -0.72 | |
| 0.1239 | 2.57 | |
| -0.0856 | -2.40 |
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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