Sparebank 1 Nordmore Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.91% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6829 | 5.13 | |
| 0.1279 | 4.56 | |
| 0.7928 | 20.42 | |
| -0.0846 | -2.10 | |
| 0.1339 | 1.81 |
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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