Rogaland Sparebank Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.06% (+4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7489 | 6.16 | |
| 0.1002 | 5.41 | |
| 0.7753 | 17.66 | |
| -0.1646 | -2.41 | |
| 0.3900 | 3.43 | |
| -0.4851 | -4.95 | |
| 0.3918 | 4.72 | |
| -0.1404 | -1.84 | |
| -0.0598 | -0.96 | |
| 0.1645 | 3.08 | |
| -0.1929 | -2.26 |
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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