Sparebank 1 Ostfold Akershus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.49% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7605 | 4.34 | |
| 0.0994 | 4.95 | |
| 0.7359 | 11.91 | |
| -0.0212 | -0.08 | |
| -0.4242 | -1.05 | |
| 0.9276 | 3.62 | |
| -0.6904 | -3.55 | |
| 0.3480 | 2.02 | |
| -0.3604 | -2.61 | |
| 0.3907 | 2.85 | |
| -0.2189 | -1.81 |
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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