Sparebank 1 Ostfold Akershus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.52% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 14.74 | |
| 0.0470 | 10.75 | |
| 0.8919 | 186.55 | |
| 0.0536 | 5.32 |
Estimation Period:
Oct 31, 2005 to Feb 13, 2026
Oct 31, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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