Sparebank 1 Ostfold Akershus Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.62% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7623 | 4.35 | |
| 0.0993 | 4.95 | |
| 0.7363 | 11.94 | |
| -0.0159 | -0.06 | |
| -0.4338 | -1.07 | |
| 0.9361 | 3.66 | |
| -0.6984 | -3.60 | |
| 0.3542 | 2.06 | |
| -0.3635 | -2.57 | |
| 0.3892 | 2.34 | |
| -0.2085 | -0.78 |
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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