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Sparebank 1 Ostfold Akershus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.49% (-1.18%)
Analysis last updated: Friday, February 13, 2026 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sparebank 1 Ostfold Akershus S0GARCH
paramt-stat
ω0.76054.34
α0.09944.95
β0.735911.91
γ1-0.0212-0.08
γ2-0.4242-1.05
γ30.92763.62
γ4-0.6904-3.55
γ50.34802.02
γ6-0.3604-2.61
γ70.39072.85
γ8-0.2189-1.81
Estimation Period:
Oct 31, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
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