Sparebank 1 Nordmore EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.36% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 15.99 | |
| 0.2438 | 21.60 | |
| 0.9078 | 136.47 | |
| -0.0122 | -0.86 |
Estimation Period:
Oct 2, 2017 to Feb 6, 2026
Oct 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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