Sparebank 1 Ostfold Akershus EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.08% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 13.70 | |
| 0.1563 | 18.93 | |
| 0.9403 | 228.74 | |
| -0.0465 | -5.65 |
Estimation Period:
Oct 31, 2005 to Feb 6, 2026
Oct 31, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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