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Rogaland Sparebank Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.06% (+4.99%)
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 SGARCH
paramt-stat
ω0.74896.16
α0.10025.41
β0.775317.66
γ1-0.1646-2.41
γ20.39003.43
γ3-0.4851-4.95
γ40.39184.72
γ5-0.1404-1.84
γ6-0.0598-0.96
γ70.16453.08
γ8-0.1929-2.26
Estimation Period:
Nov 15, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts