Sparebank 1 Ostfold Akershus GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.45% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 16.99 | |
| 0.0747 | 22.71 | |
| 0.8907 | 193.17 |
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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